You have the choice to convert in secret, or to convert and tell them.
What is best to do really depends on your situation and on your relationship with your parents. If you have a close relationship, and they would be hurt if you don't tell them, or if they found out by accident, it might be good to tell them sooner rather than later. If you think it would just cause problems for yourself, needlessly hurt them, or endanger you (for instance, put you at risk of being kicked out), then maybe it is better to wait.
If you think you will be living a more independent life soon (for instance, living on campus at a university, or working and living on your own), it might not hurt to wait and tell them when you have more control over your life.
However, eventually you will (probably) have to deal with it. Although it might cause conflict and tension in the beginning, the best-case scenario to hope for is that it could eventually lead to mutual understanding. The real question here is when to go through that, and that is something you have to decide for yourself.
Also, keep in mind that it is difficult to keep secrets, and people often sense what we are hiding or find out accidentally.