I'm in grad school part time so I take two classes most semesters. I had to withdraw last semester and then take a LOA until the class was available again. This time I'm taking it on it's own, it's a very overwhelming class so I'm glad. It was really hard to withdraw, and I was ashamed of it, but if you can't deal with it, it's the smartest option. There's no need to be ashamed because you are doing the right thing for your and your education.