Sigh, maybe the whole issue arises because my parents have
managed to make me feel that it is wrong to do it before the
traditional wedding.
I know I am a grown up now, but they can still somehow screw up
my mind sometimes sigh. They have managed to make feel fearful
about having it before my traditional wedding and it is damn hard
to get rid of this mindset now. And hence it will cause me to feel
uncomfortable although I know it is not right to let them control
my mind now that I am an adult 
Tinkerbelle, think with reason and logic. The thing about not
having sex before the wedding is just because they don't want the
guy to walk off and leave you after having sex, but he has already
demonstrated that he is committed to this relationship.
Maybe your parents just think that having sex before the
traditional marriage makes you a whore or someone who sleeps
around, but again your partner has already shown himself to be
committed so the reasoning does not stand!
If this is what's holding you back, I think you shouldn't let
it. It's not about not being affected by your parents, it's about
doing what is LOGICAL. If there is reason behind what your parents
said, then by all means, but if the reasoning does not stand in
this present context, then it shouldn't even be a problem, no!?
I don't think your parents are crazy, they said what they did
because there are logical reasons, but those reasons don't stand in
the present context and it serves no purpose.
Did they tell you specifically not to have sex with him before
the traditional wedding? Or do you just think that they are against
pre-marital sex? If it's the latter than I think they have actual
practical reasons for it, and those reasons don't stand in the
current situation. If it's the former... You should try to explain
to them why it's not wrong to have sex with him before the
traditional marriage, and in the end if they still disagree you
should do what YOU think is right.
