The Blob is correct. Walmart's business model is different from Exxon's. The way they obtain their product is different too. That enables Exxon to sell their share to their competitors, in this case, at a premium. The real evil in the oil business isn't Exxon or BP (although BP is pretty evil), it is the people hedging on oil futures. That is the factor that really drives the price of oil. It has been said numerous times that if margin rules were changed on futures to mimic those of all other stocks, the price of oil would drop $10/barrel. Also the prospect of alternative fuels being used to power transport vehicles (the largest consumers of fossil fuels) would change people's outlooks on oil futures. Boycotting one company wouldn't do anything. You would have to boycott them all. I would get behind that if I could.
I know it sucks, but this is the way the free market works. Only government regulation or a widespread change of public opinion can change this. EVENTUALLY, oil will become too expensive and businesses will develop new technology to counteract this. Right now though, the only reason people would make the initial investment in a $40,000+ Chevrolet Volt is because of the large government tax credit. $40,000 can buy me a LOT of gas for a cheaper, non-hybrid econo-box, or even a used gas-guzzler.
On a final note, Jay Leno once said that alternative fueled vehicles, specifically hydrogen, will save the car the same way the car saved horses. They're still around, just only used for recreation instead of a primary mode of transportation.