How do you explain to your parents that you really want to do something they probably won't approve of? I want to learn to do something that my parents might not approve of... But I would need their help in order to do it... How do I ask them about it?

Well, it depends on what it is. I'd bring it up in a conversation, and see how they react on the subject. From there, if they're okay with it, then ask about doing it. If they don't seem okay with it, I'd probably not. Sorry this is really bad advice xD