I don't think you understand how members of electoral group are chosen. There isn't just a group of people for each state that is told how to vote based on the popular vote. The popular vote determines who is chosen to be a part of the electoral college -- if a state votes Republican, then Republican politicians with a known history of support for Republicans are chosen to represent the state. Yes, these electors could vote against their party, but this almost never happens. More on that below.
what would happen to one who did not follow it?
They would most likely lose thier chance to be part of the electoral college in the future.
how do they do that? I mean, there are more than one vote, but it cannot always add up
The electors are chosen to represent the voting turnout as close as is numerically possible.
Are you absolutely sure it has never happened? How do you know?
Yes, it does happen, but almost never. Still, there are a total of two-hundred-twenty-something electors, if I remember correctly. One swing vote won't change much, and the electors know that if they change votes, their political career is over.
again this contrary to the will of the people. The Bush-vote WAS contrary to the will of the people. So THAT has happened at any rate. Not the people of a particular state, perhaps, but the people of America.
While Bush did not win the popular vote, he was elected under a system that has been known and accepted by the American people since the founding of our nation. Notice how even after the election, there wasn't a large movement to have the election system changed. That's because it has its flaws, but it is still seen as preferable to simply using the popular vote. Why? You saw what happened in Florida when the votes were close. Think of what would happen if the popular votes in an election were close enough for a recount under an election system based solely on popular vote. The entire U.S. would be paralyzed by a flurry of recount after recount because the few extra votes that the losing candidate needs might be found anywhere in the nation. We don't need that kind of problem. Besides, the U.S. is populous enough that accurately counting all votes is virtually impossible. It may not be a perfect system, but it works.
To summarize, the American people accept the current election system, so anyone elected properly by that system has been democratically chosen.
Sill Reading WoT .