I'm disappointing my parents and I don't know what I should do
Why do you think you're disappointing your parents?
I'm not going to a college my parents want me to
It is great that you want to form your own path but you shouldn't disappoint your parents. It would be better to talk to them before you make a decision.
I feel bad now. I didn't mean to make them feel disappointed.
While we shouldn't try to disappoint our parents, it doesn't sound like it's your fault. At the end of the day it's your life and you get to choose what you want to do with it.