Is it true that democracies do not go to war ?

The pakistan president Asif Ali Zardari said on ''Larry king live'' programme on CNN on tuesday night that democracies do not go to war and ruledout any possibility of pakistan and india going to war and further said that the three wars took place during dictatorships in pakistan. its ok. is it true that democracies do not go to war? if so what was the meaning to USA's action on iraq/afgan and Russia's action on georgia.