Depends on your age and why the game is rated that way. If you're ten and want Grand Theft Auto, I'm with your parents on that one. But if you want a game that's rated M because they say the "f" word too many times and your fourteen or so, tell them you're mature enough to handel it. If they don't buy that, show that you're responsible. If THAT doesn't work, offer to buy it yourself.
You should talk to your parents and explain why you're ready for an M-Rated game or video. Proof to them how grown-up and responsible you are then let them see you play the game. You should also show your parents some screenshots from the game, since parents are often not aware of how games are rated.