Is it true that if I believe something is wrong, and I still do it, it makes it a sin?
If we take your statement at face-value, we run into a problem. It would mean that men define what is sinful.
First, let us understand that sin is breaking God's Law. "Whoever commits sin also commits lawlessness, and sin is lawlessness" (I John 3:4).
But a problem can arise as people are learning God's Law. When a person becomes a Christian, he doesn't instantly know everything about what is right and wrong. Paul dealt with the issues that arise from growing Christians in Romans 14.
The church in Roman was composed of Christians who had left the Jewish religion and Gentile idolatry. The differences in backgrounds caused different views of past practices. Changing your religious isn’t easy. Some would go to an extreme of rejecting any association of their past religion (I Corinthians 8:1-13), others would see that it no longer made a difference, and still others would try to blend their old practices with the new (Acts 15:1; Revelation 2:14-15).
Each of us have different measures of faith (Romans 12:3). Some are very confident in what they believe, whether right or wrong. Others have belief, but it is weak and can be easily knocked down. A person whose faith is weak and unstable is not to be shunned. But he is also not there to be brow-beaten into someone else’s beliefs (II Timothy 2:23-25; Titus 3:9). We are not here to judge another person’s motives (I Corinthians 4:5).
We often assume that a strong faith means someone is right and a weak faith means someone is wrong, but that isn’t always the case. Paul’s faith was strong (Romans 15:1) and he was in the right at the end (II Timothy 4:7). But there was a time when Paul was confidently wrong (I Timothy 1:12-13). Some Corinthians’ strong faith led them to eat meat in an idol’s temple, which was wrong (I Corinthians 8:10; 10:21). One can be confident and be confidently wrong. If you realize that the strength of your faith doesn’t reflect your accuracy, then a brother who is strong in his beliefs won’t automatically despise a brother whose confidence is not yet strong.
No one is allowed to take a private personal practice and elevate it to a religious requirement for others. For example, someone might choose to have his children circumcised (Acts 16:3; I Corinthians 7:18-19), but to require circumcision was wrong (Galatians 5:1-4; Acts 15:24). The key is that we are living according to the Lord’s rules (Romans 6:16-22). It is our living according to the Lord’s rules that matter (Galatians 6:4-5). We don’t live for ourselves (Galatians 1:10; I Peter 4:1-2; II Corinthians 5:15). Even in death we belong to the Lord (Acts 20:24; Philippians 2:17).
Paul reminds both the weak in faith and the strong in faith that they are not the judge of right and wrong, nor are they judges of another person’s motives. Jesus decides what constitutes righteousness (Matthew 28:18). He is the one who we will face in judgment (Matthew 25:31-32; Acts 17:31; II Corinthians 5:10). The decision by Christ is not whether we met the standards of another person. We are judge for what we do against Christ’s standards (Matthew 12:36; Galatians 6:5; Philippians 2:12; I Peter 4:5).
This gives us enough background to now address your question because it is based on: "Do you have faith? Have it to yourself before God. Happy is he who does not condemn himself in what he approves. But he who doubts is condemned if he eats, because he does not eat from faith; for whatever is not from faith is sin" (Romans 14:22-23).
If you have confidence (faith) in what you do, realize that it is your faith before God. Just be sure that you are confident in things that God approves. You don’t want to be confidently going to Hell (I John 3:21). But if you are not certain, acting against your conscience condemns you. Your conscience is a warning system. It could be wrong; and thus, needs to be retrained. It could be right; and thus, needs to be heeded. But in either case, it is wrong to ignore it. If your conscience is bothering you, it means you need study the issue more so you can be certain what you are doing is right and what you are not doing is wrong.