What do I do if my dad tells me to go against something religious?

According to the Halacha, the Jewish law, listening to G-d's commandments comes before listening to one's parents requests. Therefore, if there is something which your parents tell you do against religion you are not required to do it. This is the simple part of my answer. However, there is a less simple part to this answer. You are still required to respect your parents in all other ways which the Torah teaches us and not do things in a way to make them angry. If this is an ongoing situation, it can be very difficult to live like this especially as a teenager. Therefore you should speak to a Rabbi from school or from your community to give you personal guidance how to deal with the situation. This way you can find the proper way to keep religious even if your parents are not and at the same time to find the way for your parents to accept what are you doing and for you to continue honoring them. Shana Tova and good luck.