If the league has not had its schedule generated yet, you can remove yourself from the league by clicking the icon next to the League Name on your Team Center page. This will send you back to the Draft Center where you can then change your league and/or league type. From with the Draft Center, use the "Edit League Option" link in the main menu and follow the on-screen rules.
If the league you are in has already had its league schedule generated, you cannot change leagues as it would negatively impact the rest of the league.