if you wanna make your parents happy, I'd probably say go. it won't hurt anything, and it's only an hour or two
if you don't necessarily care, or you think they'd understand, then you should just talk to them about how you feel
my church only does things sunday and has student things wednesday nights
that's how every church I've been to does it, but I've only been to baptist and methodist churches. maybe catholics are different or something