There was excellent story on the Brian Lehrer Show yesterday on WNYC. He had top election officials or other exeprts from New York, New Jersey, and Connecticutt on with him. Although the GOP primary is winner-take-all in each state, that's not the case for the Democrats. Essentially, the number of delegates a candidate will receive is proportional to the pupular vote by congressional district in each state.
Bottom line: do not assume your vote will not count today! Your vote will make a difference and will contribute to the success of your candidate down the line.
I voted today. Ask me who I voted for.