Sit down and talk with them to find out why they won't let you spend your own money.
Keep in mind your parents likely out there to get the best for you, so they probably want your to save up your money or at least not spend it on (to them) useless crap.
If you want to spend your money on some thing, talk to them about why you want to spend it and why it is important to you. Parents often just don't understand what computers are (just assuming you want to get some PC parts or something, since that is usually what these types of threads are about).
But seriously, if you think you are responsible/old enough to spend your own money you should be in the position to have a conversation about them with that.