Hello cureav: Well, I'm no expert in this area, but it makes sense to me that since you & your sister are in your 30's & have lived with your parents all of your lives, they probably exert a huge amount of control over your lives. I don't know where you live, but the views of the society you live in may have an impact as well.
I'm assuming you & your sister probably don't have much in the way of supports outside of your parents' home that you could use to support you in your efforts to become independent. And then, of course, your parents have a vested interest in keeping you with them, since they're getting older. I think you & your sister will need to develop a step-by-step plan for gaining your independence. Trying to go from your present circumstances all the way to being out on your own in one giant leap is probably too much to manage.