This is one of the questions that nagged me in the back of my mind ever since I went to yeshivah: how do we know we are right and all the others wrong? It would be quite an accident for us to be right amongst all these thousands of different belief systems.
If you think of it, if there is only one true belief system, the vast majority of religions will always be wrong. And every religion has a reason why they are right and all the others are wrong.
Dawkins brought his point across rather clear here:
Buying David Gottlieb's book 'Living up to the Truth' on Torah Min Hashamayim never managed to convince me. What is your excuse for believing in exactly the same thing your parents believed in?