Communication with my parents

I'm 15 and I've been with my boyfriend since last January. He's the first guy I've done anything with and we started being sexually active a few weeks after we got together.

My sister got pregnant when she was 17 and had her baby October of 2014. I know my parents are worried about me and want to keep me from getting pregnant as well, but we use protection all the time.

I feel guilty about keeping this from them, but I know they'll get mad. I don't know how to approach the subject. I want a little more privacy when my boyfriend comes over.

Any advice?