That's not all correct. Scotland is definitely governed from Westminster, however there are certain issues (running of the NHS, education etc.) that are devolved to the Scottish parliament in Holyrood (since 1997). Westminster can revoke devolved powers, and can therefore overrule Holyrood. There have been many occasions when Scotland has been forced to comply with things it strongly disagreed with (e.g. recent foreign wars, the bedroom tax). Also, all tax raised in Scotland is sent to Westminster, and we are then given back an amount that includes money raised from borrowing. If Westminster decides to privatise the NHS, and decrease funding, then Scotland will also lose funding. If Westminster signs the TTIP, then it still affects the Scottish NHS, despite our control.
We do have an equal vote, however at 1/10th the population size, that means that as a country we get very little say in who governs us. We currently have a Conservative / Lib Dem coalition government, but only 1 single Conservative seat in Scotland. Basically, it doesn't matter how we vote, our government usually only reflects our wishes by coincidence. Whether or not this is fair (since this is general fact of life when groups aggregate, they get less control), is subjective.
Scotland has *always* had a different legal system to the one in England and Wales.