From your post it's difficult to assay how far are you in your gender change path,...
If basically you have done nothing except thinking about it, I believe the best is to start reading some books about people who went through the same thing. This will show you which mistakes to avoid, but also help you in better formulating your feelings and needs.
It might also help to meet or contact people with experience in those issues (via the net or in your own town).
I think you are mature enough to do that exploratory part without needing to tell your parents or your boyfriend. Not that I would think you should not tell them, but I guess they will be even more confused than you, and this may put some pressure on you, which you can avoid for the moment.
If after that you have a clearer view on what you want to do, then I would speak about it to them.
I do realize that you may feel uncomfortable by not telling them what's on your mind, and maybe the best is just to voice your concerns. You just need to be aware that you will then also have to manage their questions and anguish.