Anyone else watch the documentary "Inside Job" ? I feel very depressed -- what can we do as individuals to correct this system?

I just watched the documentary “Inside Job”; which is basically about the corruption behind the financial system. I find it incredibly depressing. Is there anything that we can do as individuals? I kind of want to take my money out of the bank and stop partaking in this system altogether. Or quit my theatre work to make documentaries (like these) that confront people with these truths.

If you watched it, how did you feel?
Is there anything you want to do about it?