I am not a resident, but I have heard a lot about transfering...
It's difficult to leave without problems, specially considering that small programs are those which care most about missing resident (they know they won't find someone to replace easily)
However, you have to try hard to leave a good impression when transfering because:
* PDs change places a lot.. the PD who knows you maybe somewhere else you are applying for (job or fellow)
*Who knows about the future... you might want to apply there for a job
* They could help recommending you
* They will know it eventually and it will be worse then. The program you match may get it too and many of them have policy about receiving transfered residents (you must provide a LOR from your former PD), then how is it gonna be?
This is what people told me...
Hope you find the best way to go through it.. Good luck!