Well take it from someone who has parents that are exactly like that, there's not much you can do. You'll always be that little 4 year old helpless and defenceless infant to them no matter how old you get and they simply can't get that thought out of their heads. It's not that they want to be over protective, it's just that they don't know how to deal with the fact that you've gotten older and can start taking care of yourself.
In my experience, the best thing to do is to listen to what they have to say, but if you're old enough, do what you feel is right. If you have to break curfew or leave the house when they say you shouldn't then do it. You need to make them understand that you aren't a child anymore and they can't keep treating you like one.
Once again, understand that your parents being overprotective is simply because they live you and not because of anything else, but it's kind of like they're in a sort of mental state which requires shock therapy to wake them up and that's why I feel you should do what you feel is right irrespective of what they say or have told you to do. Once you do it once or twice they'll loosen up.
It worked for me and my old man began to let go a bit and realise that I'm no longer a child and I can take care of myself. You just need to figure out a way to let them see that you can take care of yourself. It's not easy and for most people you have to keep showing them that you can do it, but sooner or later they'll ease up and let you be.
I hope this helps.