Christians are free. According to the Bible, Christ set us free.
The Bible says, 'Jesus replied, “I tell you the truth, everyone who sins is a slave to sin. Now a slave has no permanent place in the family, but a son belongs to it forever. So if the Son sets you free, you will be free indeed." ' John 8:34-36
Zealous JW"s believe they are free.  They believe their faith is built on the Bible, their conscience, and their direct relationship with God.
Unfortunately most Jehovah's Witnesses don't know the truth. They don't know they're not free.  The truth is hidden. They don't know they're caught in a religious trap.  JW's believe they must work hard and obey the organization until 'the end', in order to earn 'the prize' of everlasting life.
They are not free to have lingering doubts, to disagree that the organization is God's channel of communication, to celebrate holidays, to have a blood transfusion, participate in interfaith activities, ... and a whole host of rules that should be a matter of conscience. 
Witnesses must 'speak in agreement' and obey the organization even when their conscience would allow them to do certain things that the organization does not allow. In other words, if they pray for wisdom and God tells them it's ok, they must obey the organization first and put God in second place.
Jesus has set many Witnesses free. In fact, this website is about freedom. It's about the viewpoints of former Jehovah's Witnesses who have been set free by Jesus. Matthew 11:28-30
1. Jehovah's Witnesses are free to leave the organization. This can be done by resigning or breaking the rules and being removed by a judicial committee. See Shepherd the Flock of God, 2010 Elder's manual. Also Watchtower June 15, 2009. Article: 'The Faithful Steward and Its Governing Body'.
Oddly enough, however, not all Jehovah's Witnesses who leave are free.
Some find freedom and happiness within a few years. Others never find happiness. Some return to the organization because it's a lesser state of unhappiness.
Physical freedom is not the same as emotional freedom. Leaving the organization physically is relatively easy compared to the emotional challenges. It's very difficult to find freedom from the mental programming Jehovah's Witnesses are subjected to over a long period of time. See Religious Traps