RUNNING A BUSINESS IS stressful. That's why some entrepreneurs have come up with innovative ways to leave the office behind — if only for a few hours a week.

Frances Black, for instance, straps on a pair of three-and-half-inch heels and practices the waltz, mambo and foxtrot three nights a week with her longtime ballroom-dancing partner. Black, the 59-year-old founder of New York illustration agency Arts Counsel, says the demands of the job float away as soon as the music starts. "You feel it lift," she says. "At the beginning of the lesson, I'm thinking, 'Did I do this? Did I forget to call someone?' and in about 12 to 15 minutes it goes away" — mostly because she'll misstep if she doesn't concentrate on the dancing, she says. "It's my therapy — I love it," Black says.

Finding an escape from the pressure of managing cash flow or dealing with employees or landing new clients is tough for entrepreneurs, who often work on weekends and neglect to schedule vacation, let alone short breaks or mental-health days. "There's a satisfaction that comes from owing your own business — and at the same time, it's a big threat," says Randy Siegel, who provides career advice to entrepreneurs and corporate executives though his firm, Build Your Leaders, in Asheville, N.C. A lot of business owners throw their lives "out of balance" by forgetting to carve out free time to recharge the battery, he says.

Siegel often advises entrepreneurs to designate a few hours of the week as "sacred time" — that is, time for themselves to enjoy a hobby or special activity — and make it a priority. An entrepreneur himself, Siegel schedules a four-hour block during the day on Mondays to join a group of local artists at a nearby community college to paint. "So many of us get so hyper-focused about work," he says. "Having a creative outlet really helps us become more balanced." And while it may take you away from the business, doing something to stave off the hallmarks of chronic stress — illness and mental fatigue — will ultimately help the company's bottom line, he says.

Many business owners have trouble distancing themselves from work because they worry they'll miss out on a job or a project or a client. Resist the temptation to feel like you can't afford to take time off, says Robin Ryan, a career counselor in Seattle who advises entrepreneurs to take one full day a week off (without the phone or email) to refresh themselves. Sure, "you will leave business on the table, but get over it," Ryan says. "You cannot keep going like a machine, because you'll eventually get sick, or you'll burn yourself out and the business will go downhill."

For Rodger Roeser, who founded Cincinnati marketing firm Eisen Management Group in 2001, taking a breather from his "all-consuming" work means returning to one of his childhood loves: watching Saturday morning cartoons. "I'll brew a pot of coffee and turn on 'SpongeBob' or 'The Fairly OddParents'," he says. "Here I am, this 37-year-old suit-and-tie executive, and I feel [watching cartoons] is the only way I can shut it off on the weekends." From time to time he also performs in a rock band, Turning Force, as guitarist and lead singer. "That's a great catharsis," says Roeser.

Business owners with home-based offices say it's especially important to steal away for short periods, even if it's only for a walk in the park or lunch. Amy Power, who runs Power Public Relations & Advertising out of her Dallas home, prefers midday spa breaks on days when business is light and her kids are in school. "I'll make an appointment to get a manicure or a massage," says Power, who encourages other business owners to take similar breaks and think of it as "scheduling an appointment with yourself." Leaving behind work for a few hours makes her feel "normal," she says. While she loves running her business "sometimes you just have to back away from it for a little bit."