How do I Tell My KM instructor its time to go?

So, if you've seen my other posts you know I trained at a Mcdojo for Krav Maga. Enough Krav bashing though. A friend of mine reccommened I start BJJ to round out my wrestling skills. I said I'd try it, and when I went to the local MMA gym, I was extremely impressed. Anyway, on to my question.....

How do I tell my Head instructor that I can't train there anymore? I am thinking of playing my broken fingers as a trump card, if they refuse to let me pay my cancellation fee. More importantly, how do I tell my head instructor, without offending him, that I don't want to train there? Should I just tell him I want to move on from "Mcdojo Krap Maga" to something better?

Thank you. -CF