I lied about my Dad being in prison - by 'Lee'

Dear Prison Widow. I would appreciate it if you could keep my name and details private. 
I am 32 years of age and about to get married at the end of September. Whilst planning our wedding; my future in-laws are encouraging me to find my Dad as I had told them I don't know where he is and haven't been in touch with him for years. The fact is I do know where he is. He is serving a life sentence in prison for murder. I don't even know how to approach the subject with my future wife and in-laws and feel devastated that I haven't been up front with them from the word go. I couldn't bring myself to tell them and now I am in a pickle because my in-laws want to help me trace him. I don't know what to do at all. 
I know I am going to have to tell them before they find out off anyone else. 
I'm just so embarrassed. I am wondering if any more of your readers have been through anything similar things? Thanks in advance. 'Lee.' 
(Name has been changed to protect the writers identity)