To vote for someone is to give assent to his/her views and stated policies. To vote for Grimes is to be no better than the progressives and socialists who will vote for Grimes.
If you want to stand with someone who is not on the ballot, write in the name of the person. If you cannot stand with anyone, or if the election laws do not allow write-ins, withhold your vote. But don't vote for an enemy of American founding principles, simply because you find the other option undesirable.
Might make you feel like your have done something good, but as you know on this forum, a vote for third party is a vote for Obama.
Truth is, if you are truly outraged by the behavior of Cochran, then vote for his opponent and assure he is defeated, or you can just pretend you are outraged and help him get re-elected, scum that he is.
What the GOPe did in that election should be enough to turn the stomach of any true American Patriot.