Why does the law protect the guilty?

I went to court today to sue someone because when I ordered cabinets, they took my money, never order the cabinets and 'closed shop'. We had a great presentation about the thief; how he took our money, never ordered our cabinets, and even had emails and cell phone messages of him stating how he would pay us back. Breach of Contract, etc... However, we lost!!!! The judge said that since we wrote the check out to the company we cannot sue the man individually. But, if we sued the company we still would have lost because there is a law in Tenn that protects LLC Corporation. We lost!!! How can people like this get away with things? The judge said we have 10 days to appeal. I even got in touch with the Consumer Protection Agency and they can't help us since we've already been to court. Why, do people get away with this? Should I appeal? Why? I might lose again and this man gets away not with just my money, but the other 8 people he's done this to. Thank you for any help you can give me.