I had the same question as I was growing up and I never could get a satifactory answer. I've come to believe that every religion is, at it's core, connected. If there is a Higher Power, then he/she/it probably realized that the message needed to be the same, but that it also needed to be told in different ways for different peoples to understand it better.
So, I don't think it matters at all what religion you claim. As long as you adhere to the true heart of it, then you should end up safe and sound in your preferred afterlife.
