No, we're a pretty democratic country too. Or a republic, really. But I think people are a bit too lazy to vote nowadays, and in my opinion, not voting voids your right to complain. I happen to like complaining, so I like voting too.
What's different in Finland compared to the U.S. of A, is that we're part of the EU, which handles a part of legislature, and then we have our own parliament, plus a president who really doesn't have that much real power. And in stead of two parties, we have a multi-party system, where parties work together to form a government that holds the majority of votes, and the rest of the parties form the opposition. At the moment, the government is formed by Kokoomus (the National Coalition Party), SDP (the Social Democratic Party), SFP (the Swedish peoples party), and the Christian Democrats (who are not as extremely religious as the name might suggest). I usually vote for either Kokoomus or SFP.