Kelly, when I first started in therapy I had doubts much like you did and though therapy might make the girl feeling go away. To deal with this fear, I decide what ever the results of therapy, I would be happy. If they could make me happy as a male, that would end the depression. If I ended up as a female and it ended the depression, that would make me happy as well.
We see a part of ourself in you and sadly if that's true, you will never be happy as a male. It would be far easer for you to remain a male, but I think your path in life will be as a female.
I have ask questions about how you are doing finding therapy and you don't answer these questions. We have a hard time giving you advice unless we know what is happening on your side. With the proper information I might be able to write you something to help with your parents but if you don't let us know whats going on we can only help you a little with your problem.