I think the problem may lie with the way you're coming out. If you want to make them believe you, you need to sit them down and make sure you have their full, undivided attention. That is key. Never tell them when they're crying or distressed or distracted, because it doesn't help the situation. But, hell, what do I know? Every parent is different. Good luck!
Agreed. And I find out saying I "think" I'm gay is not a good idea either, they still hold on to hope that you're not.