So, I guess you don't want to be saved then.
The first act of religion - and religion means "to bind back together" - was the Cross. If you refuse to engage in religion, that means you refuse the Cross. How do you figure you are associating with Jesus that way?
For an essay on what "religion" means, as opposed to what Protestants don't understand, try http://bridegroompress.com/catalog/article_info.php?articles_id=7