So some advice and a personal story. TL;DR: Take advice tactfully, and make your own decisions.
I feel a connection between your brief explanation and my own life story. I went off for business school and studied economics, only to get very depressed and decide to drop out to travel a bit. I eventually went back to school, graduated with a double bachelors in Spanish and sociology and am working on a masters degree right now. But let's focus in on the middle of the story.
My parents were very convinced that this 'travelling' would only be a setback, that I might die, and even if I didn't I would regret the wasted time for the rest of my life. I heard them and accepted their comments, but knowing that only I could know what was going on inside of me, I left anyway. I rediscovered what interested me, and in two years I was back in school.
How does this relate to you? Your parents are different people than you, but they are still people. This means they have opinions and views about everything, just like you do. They will freely offer all the advice you can put up with, but in the end it's you that has to make the decision for your life. Having them pay for your education can complicate things, and some of the other answers have some advice about that, but perhaps try talking to them. Explain to them that a) you do hear them, b) you have some of your own ideas, and c) you have a plan that will incorporate what you feel is the best of all the advice you have received, from them, from yourself, and from others.
Parents have opinions, and often, money. But your life is yours, and you have to make the decisions for you. Listen to your parents, and even ask them to go deeper into the whys of their advice. But in the end, make your own choices.