What do you say to someone who says that it doesn't really matter what church he goes to so long as he has faith in Jesus? I guess my answer would be that Jesus would strongly disagree with that statement.
The idea that Jesus came to abolish religion is ludicrous. He didn't come to abolish, He came to fulfill. He didn't come here to "abolish the Law or the Prophets." (Matt 5:17) What is the Law and the Prohets? Judaims. What's Judaism? A religion. Jesus specifically says that He has NOT come to abolish religion.
Jesus makes this evident through His actions and commands by instituting rituals (the Last Supper, baptism, etc.) and by giving certain men some specific authority (to forgive sins, to bind and loose concerning doctrine, etc).
Jesus came to establish a Church. He established a Church with rituals, priests and sacraments. A list of rules to follow is not what the Christian religion is about. If its is just a set of rules and not a love affair, it is dead. But the idea that following rules is inherently contradictory to loving Christ flies in the face not of religion, but of Christ. He says, "If you love me, keep my commandments." Love of Christ requires obedience to his commands. You cannot have one without the other.
You say you love the Bible? That's interesting. Did Christ hand out Bibles before He ascended into Heaven? No. The Bible is a product of a religion. A religion called Catholicism.
This hating-religion-loving-Jesus thing is the logical consequence of Protestantism. For the 21st-century Protestant looking at a thousand-something churches, I imagine there is an immense temptation to say "It's all a wash. I'll follow Christ, not a religion," and be done with it. I can empathize: There is either one, true religion or there is no religion at all.
God gave us a church to aid us on the journey, so that we might be one (John 17:22-23). To love Jesus and hate religion is equivalent to calling upon a doctor and smashing all his instruments when he arrives.
Realize that the challenge is not whether Jesus came to abolish religion but to find, and hold on to, the religion Jesus fulfilled.
Text adapted from: http://www.patheos.com/blogs/badcatholic/2012/01/why-i-hate-religion-but-love-jesus-the-smackdow.html