What do you do when you're whole family is baptist but you want to convert to catholicism?

My boyfriend & his family are Catholic. I am baptist, as well as most of my family. My parents don't much agree with me attending m with my boyfriend. I feel so much more spiritual when I enter a catholic church. I have told my bf that and my parents. And, in fact, it is true. I have attended mes off and on throughout the past 2 years, while also attending my baptist church. How do I get them to understand? How do I get them to see that I feel strongly about this & that someday want to convert?