What do you mean "what do I do"? If you feel it's so good with him and you like him and connect well with him then continue to let the relationship grow by seeing him in anyway you can even if it has to be in secret (as you call it), because real love has no restrictions(where there is a will, there is a way), as for your parents not approving aren't you considered an adult where ever it is you live? If so then as an adult you should be capable of making your own decisions, living your life in a way that makes you happy and fulfilled which would include dating whom ever you want!
Your life decisions should always be in your control and not in the hands of someone else, because this will only lead you to live a miserable life, if you have to follow someone else's idea of what your life should be, but in reality true happiness comes from absolute control and management of your own life.
There is such a thing as privacy, which means that you have a right to not disclose whatever it may be any personal information about yourself unless you absolutely choose to do so and so you shouldn't feel guilty for dating this guy without your parents knowledge and approval, because you're not hiding from them or keeping a secret from them, you are simply exercising your personal right to privacy..