Everyday, we vote with our money. I usually have this in mind when buying stuff, but not everyone do this. In order to vote with your money, you have to state your reason for not buying the thing, otherwise, the producer will never learn what they did wrong.
Now, this is for the music industry (presently occupied with annihilating themselves): I herby pledge that I will never, ever buy a CD with DRM. Nor will I buy music online with DRM, except if there is a way to disable the DRM without loosing quality in the process.
You can pledge the same here