When you're called before a Grand Jury in the US, you don't have the right to remain silent. The prosecution can effectively force you to answer questions, and if you refuse, you can be jailed for years.
It's still good advice to say absolutely nothing, but it's not as simple as most of you seem to believe. By saying nothing, you are condemning yourself to jail.
This is why pretty much only anarchists refuse to cooperate with Grand Juries, because they have a fundamental ideological opposition to the legal system and will never cooperate with the prosecution, even when their right not to cooperate is suspended. It's one thing to legally exercise your rights, it's another to be willing to go to jail for them.