easiest way to do it is to ease into it. Gradually stray from your preppy wardrobe little by little, starting with small things like an accessory here or there or a darker shirt or something. Eventually it will accumulate and your desired look will be at your finger tips. It also helps if you earn some of your own money too :)
And about music: digital downloads. That way your parents have a harder time controlling the music you buy. But, again, your own money helps.
That's how I changed. I mean, I was never preppy, but when I wanted to be different, I didn't just jump into it. It also gave my parents some time to adjust to it (although my mom practically thinks I'm a devil worshipper now lol)