my bad, I was thinking you had to get a whole new policy. I figured you could ask them what happens when you get married. I guess that is something you need to find out. The last thing you're going to want to do is find out the day you get married you lose everything. I would think you could just ask any customer service rep what happens if "someone" was on their parents acct, and get married - if they lose their benefits. It wouldn't have to be your acct.
If you do lose everything, you obviously may want to start looking for an insurance plan.
I don't know what your work situation is with your future wife/yourself but if you need to find yourself a personal plan, this site could be of help.
http://www.ehealthinsurance.com/
I'm by no means affiliated with them, but it lets you compare all different types of plans, different deductibles, different prescription coverages etc. It's pretty quick to get a plan through, and they have a huge range of pricing plans. I found insurance through them and my plan worked out great.