That is the misconception people have. If everyone stopped worrying about "throwing away" their vote by casting it to a third or fourth party candidate, viola we would have a third party. Both of the major parties keep this myth of a wasted vote alive because they fear a third party eating into their power.
That's like getting through a traffic jam by hoping everyone just hits the gas all at the same time. It doesn't work like that.
You're right, but it will
never happen.
The only way to introduce a legitimate third party is change how voting works. Otherwise, we'll be in a cycle -- some will vote for a 3rd party and it will cost a major candidate, and it won't happen anymore.
You don't see a bunch of Nader voters going for Nader anymore. So, people will try it once or twice and then they'll be done with it.