Changing lanes without signaling costs you demerit points.
Tips
usage
Also written 变道 (biàndào, 'change lane'), which is slightly more common in police and news contexts. 并线 is more colloquial and driver-slang.
mistakes
并 here is bìng (merge, combine), not the negative adverb bìng ('not at all'). Don't confuse with 并排 (bìngpái, side by side) — 并线 specifically means shifting from one lane into another.