EDIT: See other answer for special rules for ROTC scholarships.
Yes, it is reported on your tax return, not your parents' tax return.
However, in most cases, if your total income (including the taxable scholarship) is less than $6300, you are not required to file a tax return.
In the event you had self employment income of over $400, or had more than $350 of other non-earned income (interest, dividends, capital gains), that could require you to file a tax return, even if your total income is under $6300.
