There is a big 'legal' thread under "Lockpicking 101 - FAQs, and General Information". Here is a link:
http://www.lockpicking101.com/viewtopic.php?t=2850&postdays=0&postorder=asc&start=15
I am NOT a lawyer but in most states it is all about your intent and not the tools. After all, a crowbar is 1000 times more likely to be used than a lock pick to steal things. So are crowbars illegal? Nope, it is in how you intend to use it.
That being said, you really need your parents permission and probably financial support to make lock picking a hobby and/or future career (I am assuming you are <18 from your post). Check into Locksport International (
http://locksport.com/), it is a newly formed organization for amateur lock pickers. They are just getting started, but being part of an organized sports club might help with the parent situation. Besides that, see if you can work out some 'ground rules' for your parents, like you will only pick practice locks and they can control access to your picks (whatever can work for both parties, get creative).
Hope that helps.
