What a difficult situation to be in. First let me say, that the submission of a wife to a husband is a glorious thing as it is a type of the Church being submissive to Christ. It is as a queen to a king. It is not a subservient role, but a joint 'reign', where the king has final authority. When one has an unequally yoked situation, your opportunity is to glorify the Lord through example. 1 Corinthians 7:14 tells us that "the unbelieving husband is sanctified by the [believing] wife…" because in verse 16, Paul encourages us by saying, "For how do you know, O wife, whether you will save your husband?"  

Thus by seeking peace in every way possible, except in situations that are directly opposite God's instructions in morals and Christian behavior, we may even find that our life's witness may bring the unbeliever to see the glory of God that we enjoy.

Then the bottom line is we have the privilege of obedience. "Wives submit to your own husbands, as to the Lord. For the husband is the head of the wife, as also Christ is head of the church; and He is the Savior of the body. Therefore, just as the church is subject to Christ, so let the wives be to their own husbands in everything." Ephesians 5:22-24.  It is obvious, though, that if we are asked to do anything that is against God, there would be exceptions.