You haven't really said what problem your family has with your fiancee...is it that she is a JW, or is there something elsen going on here? She can't be too much of a hard-line JW if she's marrying outside the 'flock'...
If it is because she is a witness, is it possible that your family is reacting to your marriage out of fear that you will embrace her religion and they fear they'll lose you to the org? Is it possible they are reacting to the speed at which you've decided to marry?
As I do now know all the particulars, it's difficult to judge your family one way or the other. I'll just say this: One thing I've learned in my 32 years is that if your family dislikes something you're doing or someone you're involved with, AND (this is important) your family is generally good for you, loving, and non-destructive in nature, they is usually a good reason--and they are usually right.
I wish you luck in whatever road your life takes.