Piltdown MAn - I voted for my EU representatives the 25th of May 2014. The next election will be on 2019. All EU citizens had a vote; If you didn't vote, that's your problem.
Please realise that there are many different ways to set up a democracy, and none of them are perfect. There are many things you can rightfully criticise the EU for, but it is certainly not undemocratic, especially compared to some of its member states. Remind me, when did you vote for the House of Lords again? Or your monarch?