.Seiko, i think they are asking you a copy of  "Nata pramaanit patra" नाता प्रमाणएेत पत्र, which your family back home can make it from the local ward office. The format would be "to whom it may concern" (जो जो सँग सम्बन्धीत छ।) , and the letter would state you are the son of Mr. and Mrs.If i were you, i would submit a copy in nepali and in it's english translations as well. Some pain in the butt officers may require both.

Anyway, Good luck