Some religions have aspects that preclude the others from being right. If Islam/Judaism/Christianity are right, then any religion which worships a God other than Yahweh/Allah are wrong. If traditional Western Christianity is right, then only through Jesus can mankind have salvation.
Other religions leave the question a bit more open - you can be a Hindu and still believe in the divinity of Jesus. But from what I understand, at best you would have to say that a Christian is somewhat narrow and mis-focused, from a Hindu perspective.
Recently, the view that "all religions are right" has become a more popular sentiment. But as appealing as this is, it can't logically be so.
On the other hand, you can believe that all religions point to the same divine force (for lack of a better phrase), and hence all are simply different paths to the same mountaintop. I suppose the Unitarian/Universalists would hold this. I myself hold something similar to this, though with somewhat more weight on the Christian religion (don't ask me how to reconcile this...after years and years, I am still searching for answers here). Yet to believe this, I would argue, is not to hold that the Christian religion is "true" as it is presented by most Christians. Most Christians would say that to deny that Jesus is the only way is to deny the truth of Christianity.
At the risk of sounding scarily similar to our former president, it hinges on what your definition of "right" or "true" is...