All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger. We ask Allaah to exalt his mention as well as that of his family and all his companions.
It is not correct to say that it is forbidden to reside in a non-Muslim country as there are some details about the issue. The ruling of residing in a non-Muslim country differs according to the situation of the person.
If a person has enough religious knowledge to repel any misconception, and is pious enough to be able to protect himself from desires, then it is permissible for him to travel to a non-Muslim country in order to study.
Whoever resides there should endeavour to acquire the means which will help him remain steadfast on his religion. For instance, he should keep company with his Muslim brothers there and cooperate with them in spreading good and calling to Allaah.
However, if a person is not safe from being afflicted in his religion, then it is not permissible for him to reside in a non-Muslim country; this is how the saying of the Prophet should be implemented: "I am free from any Muslim who resides among the polytheists [non-Muslims]." [Abu Daawood]. Ibn Hajar said: "This narration applies to whoever is not safe from being afflicted in his religion."
Since residing in a non-Muslim country subjects the Muslim to many reasons of affliction in general, then a Muslim should seek to be safe, and he should not take a decision to travel there unless he studies and ponders over the situation. On the other hand, there is much good and many means of studying in Muslim countries which saves one from traveling to non-Muslim countries.
Indeed, we have seen in Muslim countries many people who succeeded to combine between studying and working in order to get their daily bread. Indeed, whoever leaves something for the sake of Allaah, Allaah will recompense him with something better. Allaah Says (what means): {… And whosoever fears Allaah and keeps his duty to Him, He will make a way for him to get out (from every difficulty). And He will provide him from (sources) he never could imagine.}[Quran 65:2-3].
For more benefit, please refer to Fatwa 85589.
Finally, we advise you to hasten to marry, if you are able to do so, as a way of fulfilling the advice of the Prophet and a means of protecting yourself from temptation. Therefore, you should endeavour, with wisdom and soft words, to convince your parents about your marriage.
Allaah Knows best.