Speak with fraternity leadership about your reasons for leaving. Frats cannot make improvements to the way they conduct their activities unless they know there is a problem.
Set a timetable for leaving. If you are expected to help with a big project or event, do not leave the fraternity hanging without assistance. Complete your responsibilities before you leave.
Alert whoever is in charge of your pledge activities as to what day will be your last. Giving advance notice and being respectful of fraternity tradition will help you walk away with a good reputation.
Leave the pledge process on the day you stated and do not interfere with future activities.