You can be mad at both. Those in power should be changing the system to make it better and more fair, but they are not. That deserves anger. But while we are stuck with the existing system, and while the results of the system have serious consequences, then refusing to participate (and voting 3rd party in such a system is refusing to participate) means allowing the serious consequences to occur, and therefore also deserves anger.

It's almost exactly the classic trolley problem. Voting democrat means pulling the lever: you cause some harm, but far less harm than if the trolley had not been diverted. Voting 3rd party is the equivalent to not pulling the lever, allowing much greater harm while feeling morally "clean" for not having caused it yourself.