Depends on the voting system tbf. In FPTP, unless one party is extremely unpopular, it often supports your political opponents when you vote third party.
Well, if you don't care if either party wins, vote third party. However, if you really dislike the idea of one party winning over the other, despite hating both, you should really think about how that vote is actually going to affect the future.
That's not the way it should be, but that's the way it is.