At this point, don't sweat it. Parents have it in their heads that their children MUST hold their core values, or they (the parents) did something wrong. My mother is Catholic. SHe's known for years I am not. My father knew...and although he didn't understand my beliefs, he understood the reasons I walked away from the Catholic church. That angle might be easier for a female to use to explain things, though.
Live your life, and live it with entegrity (is that spelled right?) Show by example that you are a child your father can still be proud of, and he will probably get over the fact you are no longer following his faith.