If you want to exit the MCC All India Counselling, then you just simply do not have to participate in Round 2 and Mop Up round when they are held. The security deposit that you paid will be refunded to you after all the rounds of Counselling are over. MCC will release the list of the Candidates who are eligible for refund and the amount will be refunded to the same account the amount was made from.But you can participate in State Counselling.