Do I always need to keep the proof of insurance with me while driving my car?

i bought a honda just last week. within two days i got it smoged, registered and added it to my insurance. but this allstate is taking forever to send it to me. i mean i called them yesterday and they told me to wait till next week for the insurance to come to my mailbox. here my dad wont let me drive it without it. the car has been sitting outside for a week now and i am afraid its battery will die out. i mean it once happened to one of our other cars. so my question is, do i need to keep this proof of insurance me in the car all the time? even if i get caught by the cop or something is it okay to tell them that its proof is there in allstate's record?