Who is this "they" you speak of? The citizens elected to govern? Or a shadowy cabal of unknown entities working in secret toward some ominous cause that ends in you being forced to do everything you don't want to do?
Honestly, follow any "we're all screwed our government sucks" logic train to its conclusion and you hit one of two conclusions: A) oh shit, it's actually my fault along with everyone else's that we're in this mess, B) conspiracy theory.
We do actually live in a representative democracy with checks and balances, and we do actually have the power to fix it if we choose to. We have a much better chance of changing things without resorting to violence than a pretty sizeable part of the planet.
"They" refers to anyone who is quite rich and or powerful, and actively uses those resources against others.
So when you start to wonder, "hmm, I wonder why housing is so expensive relative to my income", or, "hmm, I wonder why that policeman gave me a $400 ticket for 'speeding'", or, "hmm, I wonder why those federal agents are killing children in Waco", or, "hmm, I wonder why no bankers went to jail for fraudulent mortgage practices in 2008"...
... I mean, if you ask yourself these questions, and you tell me that these things are happening because we elected people to do these things, then I don't precisely know where you got that notion.
Take a look around-- how many of your friends have jumped multiple social classes in the past decade?