I did leave one course years ago, after the third day. I spoke to the teacher and then I was allowed to leave. I met some resistance, a reasonable and understandable one in my opinion.

The memory the course has left is one of the fondest of my entire life. Since then I sworn to myself to attend again, this time successfully. In fact I have recently applied to a course for early 2011.

As for the critiques I have seen so far in this thread, I concur with many of them at an intellectual level, but the bottom line is that you have to try, on your own, on the field, with a critical mind of course, but also an open heart.