As Christians, we use certain terms, knowing full well what they mean, even without thinking about it, yet to an unbeliever, you may as well be speaking a different language. Terms like "grace", "saved", and even "believe" can be hard for them to understand. But a similar problem occurs even when we use their own language.
For example, it is common for Christians to say unbelievers "choose" Hell. While not being a Biblical term, this is an accurate statement. But without clarification, an unbeliever might respond with "ok, then I just won't go". But of course, they can't choose not to go to Hell. This is because they are confusing the choice between causes and the choice between effects.
Thankfully, we have a very easy analogy to help explain this, as just as God rules the heavens, He has appointed human leaders to govern the world. "Let every soul be subject to the governing authorities. For there is no authority except from God, and the authorities that exist are appointed by God. Therefore whoever resists the authority resists the ordinance of God, and those who resist will bring judgment on themselves. For rulers are not a terror to good works, but to evil. Do you want to be unafraid of the authority? Do what is good, and you will have praise from the same. For he is God’s minister to you for good. But if you do evil, be afraid; for he does not bear the sword in vain; for he is God’s minister, an avenger to execute wrath on him who practices evil. Therefore you must be subject, not only because of wrath but also for conscience’ sake. For because of this you also pay taxes, for they are God’s ministers attending continually to this very thing. Render therefore to all their due: taxes to whom taxes are due, customs to whom customs, fear to whom fear, honor to whom honor." (Romans 13:1-7).
Many people do resist authorities. Not only tyrants, but even the most morally sound of governments. For this reason, we have justice systems to deal with offenders, often including prison. Few people would ever choose to go to prison, with many people who have served their time seeking to reform just to avoid going back. Yet, when a person chooses to commit a crime deserving of prison, we may logically conclude they chose prison, not because they chose prison itself, but because they chose that which naturally leads to prison.
Human justice systems do not typically allow the offended party to serve the sentence of the offender in the offender's place, but imagine a world in which such was possible. A criminal stands before a judge, who just happens to be the offended party. The judge, however, looks upon the offender with mercy, and says "if you repent, confess me as the judge, and believe in your heart I served your sentence, I will release you without condition". Imagine the criminal refuses this offer. Now, the criminal not only chose the crime that leads to prison, but rejected the astounding offer that would have lead him out of it. Who could possibly object to saying this man chose prison?
There are several differences between man and God which would make an exact equivalent between human justice and divine justice completely impossible. Nevertheless, the concept here is the same. According to His word, "...all have sinned and fall short of the glory of God" (Romans 3:23), and "...the wages of sin is death..." (Romans 6:23). However, "...He made Him who knew no sin to be sin for us, that we might become the righteousness of God in Him." (2 Corinthians 5:21). Therefore, "...if you confess with your mouth the Lord Jesus and believe in your heart that God has raised Him from the dead, you will be saved." (Romans 10:8).
Failing that, there is no salvation. You have 3 options: Perfect righteousness, sin and death, or faith and salvation. All of us failed option one, but there are two other options left. Who chooses? You do. By God's grace, you can escape the fires of Hell, and it is as simple as placing your faith in Him to save you from them. The alternative is to receive what you rightly deserve; the eternal wrath of the Holy One.
Therefore, you cannot choose Hell in the sense that you may either go in or not. Rejecting Christ bars you from His Kingdom, and so there is simply nowhere else for you to go but Hell. But you can choose Hell by rejecting salvation from it, receiving instead what you are owed for all you have done. The choice is not Heaven or Hell, but Christ or not. To choose Christ is to receive all His blessings. To reject Him is to choose what is left for you.