What do you do when you come out as wanting to be male but your parents keep saying 'its a phase'

Try sitting them down and have a serious talk with them. Present them with facts and how you feel, and no matter what, keep emphasizing that its not a phase. Be serious and honest, and if they still don't believe you, try having a counselor or a friend talk to them with you. It never hurts to have backup and moral support.
Another idea is to find an adult and have them talk to your parents for you. Sometimes the best way to get a parent to believe their child, it to have another adult talk to them about it with you in the room, so they take it more seriously.

I hope this helps,
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