I've been in a similar situation where my friends (or more acquantances) were more the partying type and I wasn't, partly because of my parents but also because I'm not like that anyway.

Basically all that happened was I stopped hanging about with them. I've had people maybe try to bully me in the past, but its never went very far and they gave up pretty easily. I've been told by two different people, one in my Primary Scool and one in secondary, that people sometimes just have a go at me because they know I do not care.

If you don't let them get to you, then they will leave you alone.

And don't listen to your parents. In hindsight the closest people I have had to bullies in my lives have been my parents. If they are proving to be a brickwall, then talk to a teacher or even someone higher up in the school. Do not mess up the rest of your life over these idiots.