I had a Roman Catholic friend who didn't accept me as a girl either; she wouldn't mind if I looked like one but made it clear that in her mind I would never be one. I tried explaining but it didn't help at all.
But that was better than I thought already, since she is very devout. At least she didn't just say "you're such a freak, I won't be friends with you any more", and she has never suggested that it's wrong or sinful or whatever that I want to be / dress and act like a girl. I tend to think from their point of view—having been brought up thinking that way all along, it's really hard to change such preconceived ideas that they think to be true for their whole life. We all have our own such preconceived ideas too, that are very hard to change. So I was never too overly upset about it, except for one particular night after we came back from the beach and somehow we ended up arguing I am or am not a girl as we were walking home.
Unfortunately, from the moment I moved somewhere else and became full time as a girl, I can't quite afford to have friends who won't even try to accept me as a girl, because it would be detrimental to my state of mind, as well as presenting big problems if I see her and she starts referring to me as a guy as I generally don't tell anyone around me these days that I wasn't born a girl... so I quietly stopped contacting her. Despite this, I really don't feel angry or hurt by her about this; I can understand why she wouldn't accept this part of me. I know many will say that they don't deserve to be your friend if they can't accept the person you are, but I think that's too idealistic an idea of friends. I myself am not sure I can accept a friend who, to list some extreme examples, tells me they are a paedophile, or a criminal organization leader, or a spy against my country, etc. etc. ... if in their minds, being transsexual is something also on that list, then of course they aren't going to accept me, and I don't blame them.
So I hope you won't be too upset about it either! However, I know that a large number of Roman Catholics (especially those with higher education) secretly disagree with many of the Vatican's official teachings but wouldn't even think about missing going to church every Sunday (I would know—I was Catholic too and had been in many Catholic schools), so don't always assume that they won't accept you. After all, President Obama isn't supposed to support some things as a Christian himself either, so...