There are alot of sites about Jehovah Witnesses. I do know that they don't say the pledge because they believe the only Alligence they need to give is to God. Also they don't join the military or vote. Because they believe that the only Kingdom they should worship/participate in is God's Kingdom. They call their place of worships Halls. Like we have church, or Temple.
I had to do a report on J.W. also, when I was in High School.