In a FPTP system with no "none of the above" option and no turnout limits, a vote for a candidate does not equal to support of that candidate. It only expresses the preference of that candidate compared to other candidates, and nothing more. So don't think it's a stamp of approval; it's not (but convincing you that it is in order to influence the way you vote can be a very efficient tactic).
It's not even a stamp of approval for the electoral system itself. If you pay me $X, but I believe that you owe me $Y >> X, I don't relinquish my claims to the remaining amount by taking what's currently on the table, unless I claim that I consider the debt settled. Same thing here - you can vote within the existing system without accepting the full legitimacy of that system. You're only accepting the limited power that your voice has in that system as a small part of the greater power that you believe you're owed.
It's not even a stamp of approval for the electoral system itself. If you pay me $X, but I believe that you owe me $Y >> X, I don't relinquish my claims to the remaining amount by taking what's currently on the table, unless I claim that I consider the debt settled. Same thing here - you can vote within the existing system without accepting the full legitimacy of that system. You're only accepting the limited power that your voice has in that system as a small part of the greater power that you believe you're owed.