I can comprehend how you feel, Joao, even if I don't quite agree. I mean, when I read the Red Wedding, to stop reading the books crossed my mind, but I never really took it into consideration. Back then, I hated Catelyn, and although I though, and still think, Robb was an interesting character, I could see he was losing the war anyway. In a story level of perspective, I think it was merciful of Martin to just kill him, suddenly and unexpectedly, rather than torture us readers with a new succession of failures.
That's why I disagree with some people here, who thinks Martin has made a habit of killing characters when they're about to win. That has happened sometimes (Renly, Tywin), but Robb's death is not one of them. He was, to a degree, foolish. He made mistakes. He trusted Theon, and for that, he lost both the North and his brothers. He married Jeyne Westerling, and for that, he lost the Frey's support and fall right into Tywin's trap. Edmure's stupidity didn't help his cause either.
Plus, we were all warned of Robb's death. There were a number of subtle and not so subtle clues. I don't expect anyone could understand the prophecies about the Red Wedding, but the unusual satisfaction of Tywin with the betrayal of the Westerling was very suspicious, and I doubt Martin could have been more explicit than in the Davos chapter where Stannis burns the leeches while murmuring the names of his oponents. You can choose not to belive the latter is real magic, but considering Melisandre's past doings, you should had at least expected something to happen, specially after Balon's demise. In thant, Joao, you were lucky. I somehow managed to miss the first half of Storm of Swords without realizing it, only reading it very long after.
But as I was saying at the beginning of this post, the Red Wedding was shocking, but I don't think Martin decided to kill Robb and Catelyn just to surprise us poor readers. As I proved in the previous paragraph, it wasn't a rushed decission. It was carefully planned and suggested several times before it happened. I don't think he kills a character after another in order to seem more realistic. I think he does it to remove characters from the stage. There are simply too many of them, and most are competing in this Game of Thrones. And I believe he also does it because A Song of Ice and Fire is a bit like a survival story, and many people read it because they want to know who's still alive by the end.
For what you say, I take it that what you don't like is that your favorite character, as well as your favorite subplot, have been, let's say, terminated. I find it comprehensible. I wouldn't like to read a story where the characters I most like have all died. But even so, if I were you, I would keep reading. Why? Because it won't hurt you to do so and you might be surprised. Because first impressions are tough, and you may take a while in leaving them behind. Trust me, I also thoug the series were ruined when I finished the third book, although it was mostly because I only read half the book. And who knows, you may end up taking some other character's cause. I supported Robb till he died, and now I'm with Stannis. Short version: give the series a chance.
And note that I don't even really like A Song of Ice and Fire. I think people give it too much credit. I would expose my reasons why, but that would be off topic. Let's just say that, in a more personal way, it doesn't upset me as much Martin killing good characters (in the moral sense), as most of his good character being idiots and/or lacking personality, or being obsesed with honor. Being honorable and being good is not the same thing. For a Kingsguard Knight it's honorable to stand by doing nothing while a madman burns people alive, and keep protecting and supporting that madman no matter what else he does, but there's no way you're convincing me that's morally right, oath broken or oath kept. Anyhow, I still think these series are amusing and well-written, so I keep following it.
