The correct way to protest is to make a 'no vote'. This is where you tick all the boxes, or none of them, or you write a message voicing your dissatisfaction on the ballot, or smear faeces or stick chewing gum on the ballot, or you vote for a joke candidate.
Unfortunately this is at best not a very effective and at worst counter-productive in the US given our winner-takes-all voting system which results in a zero-sum-game. We saw this happen in the 2004 where any vote for Ralph Nader was effectively a vote for George W. Bush. Kerry probably would have won the election had Nader not been on the ballet.