I am like many here, I am not going to say a firm yes you should, or no you should not. My advice though, I will chime in with others, before getting started if you have set your mind upon it, be open and honest with those you do not want to find out. In other words come out and say it, you are an adult, you are your own man, yet, your rights as an individual only go so far until they affect another. In this instance, your parents, siblings, family, most importantly, I want you to next time you see her, look at that pretty girlfriend of yours, especially if you intend to stay with her for an extended time, now set yourself in her shoes when out on a date with her, how does she feel walking around with someone puffing off clouds like a locomotive if she herself is not doing the same, embarrassed at the stares she's getting maybe??
Look at how your actions affect others around you, especially as you have stated, you are embarrassed at the lectures your family and others close to you will give you.
As a great mentor of mine told me when I was young and had a very significant affect on my life. "You must think outside your own mental box, step back, look around, at any given moment in your life there are minimum three truths, three paths, three perspectives, minimum but there may be more, look around at your perspective, perspective of those you affect, and the perspective of those you do not know watching (protagonist, antagonist, innocent neutral bystanders), balance those perspectives as a whole, and then decide your best direction of action from that junction"
Regardless and good luck on your decision, but I will say, do not hide your decision from any close to you, parents, grandparents, family in general, and especially the one you love enough to spend you life with.
/end philosophical ramblings