remember the context. who he was talking to, and when.
maybe the only way for those jews in that time and place was jesus
think too about how we use absolutes in our speech all the time. to make a point. hyperbole. you have to understand this. i'll bet if we tracked all the times in history when someone said "the only way" there actually was another way. maybe the person meant "pretty much the only way" or "one of the only ways" etc
and on another note, don't you think god himself is loving and merciful.
finally we often get hung up when looking at the other guy. it's like when i tell my kid not to play in the street. she's looking over at the other kids playing in the street, saying, "but what about them." yet i'm not talking about them. i'm talking about her. i mean, in your situation, you have been given jesus. don't worry so much about the other people who have. it is more than possible that the only way for you is jesus. that's not saying anything about them.