That's only true if you believe your vote matters. I don't. Not to get too George Carlin on this, but the country was bought, sold, and paid for a long time ago and shuffling things around every few years doesn't make a lick of difference.
In response a lot of people like to suggest that Gore, unlike Bush, would not have instigated the war in Iraq, for example. But the truth is we were already in Iraq and bombing the hell out of them on a weekly basis and had been since the Gulf War. Bush certainly escalated the situation but variances of degrees isn't such a fundamental shift in policy as we like to pretend it is.
Furthermore, thanks to the antiquated electoral college, I can rest assured that my vote will be rendered 100% meaningless, simply because I happen to live in one arbitrarily defined boundary on a map and not another. Where I live is perhaps the least significant factor about me, yet it's what's used to determine whether or not my vote matters. I am not a fan of conservatives or Republicans, but since I live in Atlanta, which means Georgia, any vote I'd place for a Democrat would be nullified.
I might start caring more if the electoral college system was demolished, or at least, used in a sane way. I share real concerns about the economy and healthcare and social security and foreign policy with people in my age group or income bracket, for example -- those two factors, while not perfect, at least group me with people who are in the same boat as I am when it comes to such matters. The fact I happen to live near some other people, however, does not mean I share anything in common with them.
In the end, though, voting is stupid, and a lack of participation is not, in and of itself, a "vote for the system". It's a lack of participation in that system, and that's as much as I can do against the system short of taking up arms and mounting some kind of revolution.