It being wrong or not is all about how you feel about your boyfriend. Sex is natural. and if you have a sexual attraction to this person then you feel as though you want to have sex with that person. What is wrong about it, is if your having sex with your boyfriend just because you feel like you need to. People can judge you all they want. And yes it is better to wait until marriage simply because Sex is also a sacred thing, and you dont want to be giving it away to anybody.
I have been with my bf for ages now and we have a physical relationship and we are not married. However I think that if you have been with your bf for a long time and it is a long term serious relationship and you know truly that he loves you and you love him I dont think its so bad. Sex isnt just sex it is about making love and sharing it with the person you love physically aswell as emotionaly. Aslong as you are both taking it serious and not treating it like a game then I dont see any harm aslong as it feels right. But I do see where your parents are coming from when they say wait till your married because you know that they are truly the one to share your life with but to me marriage is just a sign to say that you are commited to eachother you dont have to be married to be in a good loving relationship. :)