in_this_corner saidI went twice. The second time I threw up. Granted, I made it to the locker room (all the while the instructor strongly urging me to tough it out and stay in the room). They don't like when someone leaves the room. They say if you can't do the poses, just lay on your back and don't leave the room unless absolutely necessary.
My problem was hydration (and the smell). It was a 6 a.m. class and I woke up about 30 minutes prior and downed a ton of water. Then for the first 30 minutes of class I just kept drinking water because I was not hydrated properly. Then the smell and my imagination got the best of me and...away I went.
Even still, I felt really good later that day...I just haven't given it another chance since.
The most off putting thing was the smell of the room. I don't know if things have changed, but the Bikram studio here had carpeted floors. While they said they cleaned the carpets every night, the stench of the carpet, sweat, feet, and bodies was something I couldn't overcome.
I'm sorry you had such a bad experience. Some of the things they do try to stress is not to eat for about 2 hours before hand, keep hydrated, but in your case pounding the water probably just compounded to upset your stomach.
I think the smell is just something that you have to get over. I have been going so long now I do not even notice it. Though my first class I had try and not think about a smell. The more you fixate on it, the worse it becomes in your head and nose ;-)
As for not leaving the room, there are two reasons they don't want you do that.
First, if you leave, your body will just never adapt to the heat and will always have that flight response. There have been times where I wanted to bolt because I just couldn't take it, or pushed to hard, but I just sit or lie down till I am calm again. The second and more important reason is there usually isn't anyone outside of the hot room once a class starts. If you where to leave the room and faint somewhere, there is a good chance you could hurt yourself and no one would know until class was over. It's not that they are trying to be a dick and make you tough it out (only partly) but for your own safety.