What if you don't inhale marijuana?

You can still get high just by holding the smoke in your mouth (like smoking a cigar), but it takes about twice as much marijuana to get the same level of effects.

no it has to go in your lungs to get you high. meaning you HAVE to inhale to get hi.

You can definitely just hold the smoke in your mouth. Please see here for further discussion of the technique:

http://www.erowid.org/plants/cannabis/cannabis_info23.shtml