People in my family know about my love of Japanese things. Anime helped them learn that, and they still think I'm into in which they're wrong. So my family knows I like Japanese stuff, and know somewhat about H!P.
My sister knows more than my parents, but not much more. She thinks my interests are odd with all my posters and figures and pictures of young Japanese girls around my room, and considers my (now-ex Prime Minister) Junichiro Koizumi photobook the most normal thing I own. Probably because it isn't filled with young Japanese girls and he's a man. I personally consider it one of the oddest things I own (because it exists), but then again that's just me.
Anyway, I've made my mother listen to some stuff but seeing as she doesn't like loud things I don't force too much on her, cuz that's what I like. She's heard stuff being played from my room before, and she was submitted to Rainbow 7 album and mp3s of Kaori's solo stuff. She likes Kaori's solo stuff.
My grandma was submitted to having me talk about H!P and Jpop so she actually knows a bit more than anyone. She wants to hear 'the stuff she bought me for Xmas/B-day', so oneday I'll have her listen to some of the CDs. She also thought W were cute (after I showed her the Miss Love Tantei when it came out).
I have no idea what my dad knows about it, but I don't care. He once saw my desktop with Rika in a bikini and I don't know what he thought of that. I'm kind of amused of all things that's what he saw.
They know I own tons of crap, and I know at least my parents aren't thrilled with it, but it keeps me fairly happy so they don't say much anymore. I did use my Niigaki from Mr. Moonlight celphone strap set and Ayaya one as pieces in various games (like Monopoly) so they get to learn all sorts of things.