I wasn't too sure what kind of reaction I would get from my parents, so I didn't tell them until after I had received my bid and was almost halfway done with pledging. The phone conversation went like this:
me: hi, dad! guess who's joining a sorority!
my dad: not you!!!
me: it's not a bad thing, it's good!
my dad: i'm not going to let you join a so-whore-ity!
After I promised that I wouldn't start drinking every weekend and having sex with random men

and that I wouldn't let the actives make me do anything stupid, he was a bit more supportive. But not entirely. My mother was even less supportive. "Your Aunt Mary was in a sorority when we were at MU. They made her dress in a housekeeper's uniform and sweep the sidewalk late at night! That's what is going to happen to you!" Of course, my parents fears were all ill-founded. They finally came around when I said, "Mom. Dad. This is me we're talking about. Would I really do anything like this without thinking about it? And would I really do anything that could potentially be bad in any aspect? I'm the smart daughter, remember?" But I still have problems talking about Theta stuff with them.
Amazingly enough, I got a lot of support from my grandmother. She was so pleased that I am the first of her grandchildren to join a GLO, and always asks me what's going on with my sisters when I see her. She understood more than my parents about the reasons why I would join a GLO.