。
You must obey what your parents say.
Literal
Parents [possessive-の] say [nominalizer-こと] [to-には] must-follow.
従う (to obey/follow) takes に for what is being obeyed. ~なくてはならない is an obligation pattern equivalent to ~なければならない — 'must do X.' Both are double-negative constructions but use different negative forms (なくては vs なければ).