first off, congratulations!!
it sounds like you know what the next steps are in what your decision is,
you should go to a doctors office to get a blood and urine test, and they will estimate the due date for you. Your parents probably will be shocked and upset at first, but as they adjust, they'll look past it. The sooner you tell the, the more time they have to accept it.
Do you really have to rush the marriage or proposal though? Sorry if that sounds rude...i know its your decision as to what you guys do, and all the best with whatever you choose.
I remember when i found out that my fiace and i are having a baby, his parents and sister inlaw were like pushing us to get married right away! They showed me wedding dresses, and wedding stuff..i got so stressed out with them wanting us married right away and having the baby, that we decided to hold off on the wedding till about a year instead so we could have our own place first, and we could put the money we would have used for the wedding towards the baby.