Catherine,
Just 'run away'. We put our boy for 3 hours to start with. The teacher there said if you want, stay the whole time. If not just tell the child you'll come back in a few hours' time, and leave. Don't do half half, more damaging to the child as he'll get confused.
That's what we did from the 2nd day. Said bye and left. Our boy was quickly distracted by the teacher and toys.
Michelle,
Funny leh, but we noticed our boy seems to become naughtier after he attended school. Learning to bite and all, which he never does before.