Unfortunately, attempting to escape is a rather difficult undertaking. I don't know of any successful attempts at this point, though some people have disappeared through some anomaly of techno-sorcery that I must admit is beyond my understand.
[ Gaunt raises a hand, as if to forestall a comment. ] Don't think of this as defeatism or attempting to dissuade you, I just wanted to give you a clear idea of the difficulty of the task at hand. I believe it is possible, but it will require a great deal of research and possibly trial and error on the part of those who wish to escape.