I am trying to be a better Muslim but my family is being critical. They are discouraging in the behaviour. If I try to advise them about something they say I am always correcting them.
This is part of the test Allaah is putting you through. Remember the case of Ibrahim (AS) with his own father. We will certainly face challenges as the road to jannah is not paved with rose petals.
It may be wise to advise your family indirectly and not push too much. It is important to choose the times when we advise also. Perhaps while just sitting around at home and talking... one may also send emails or give audio lectures to listen to. Maybe start by speaking on something we all agree on so as to establish trust. Affirm certain matters and build on them (i.e. that Allaah is the manager of all affairs, everything is in His control/under His command etc...).
Here is some more advice on this subject:
http://islamqa.com/en/ref/106447
http://islamqa.com/en/ref/70469
