If you are driving in New Jersey and a police officer pulls you over on suspicion of DUI/DWI, when asked to do a breathalyzer test, and you refuse, you have just broken a law. By possessing a driver's license, you have given consent to being administered these tests, through a concept known as "implied consent." For the privilege of being legally entitled to drive, you have legally committed to perform that act upon request. As such, breaking that promise or a refusal to submit to the test is illegal. Even if you are not convicted of DWI from that arrest, you are still guilty of that crime and your license is suspended for up to 10 years (20 years if the arrest occurs in a school zone and it is your third DWI!).

You may be convicted of "refusal" in particular, but until just this past week, such a refusal conviction would constitute a prior DWI conviction if you were subsequently pulled over for another DWI! The difference between a first offense and a second offense in refusals and DWIs is tremendous: 1 year 7 months to 1 year of suspended driving privileges and thousands of dollars.
The first point would be, obviously, don't drink and drive. The second would be to remember that submitting to the test, as you have promised to do by possessing a driver's license, does not necessarily mean you will be convicted of a DWI, but refusing to take the test will get you convicted of that crime, which carries its own fines and penalties.

The third, though probably most important if you dismiss the first, is that you should contact an attorney immediately so that you don't get caught in a web of complicated laws. DWI/DUI and refusal convictions come with fines, community service, jail time, car ignition interlock devices, IDRC (Intoxicated Driver Resource Center) classes, severe inconvenience, and have a way of following you for the rest of your life. Get yourself a skilled, experienced attorney immediately.

Side note #1: People with commercial driver's licenses have an entirely separate set of penalties that affect their license, even if they were stopped or charged while driving their personal car! For example, they lose their commercial drivers license for a minimum of one year.
Side note #2: If you have a DWI conviction, you cannot travel to Canada without permission from the Canadian Embassy! Canada considers a DWI a crime, and they will turn you away at the border without that express permission.