Disfellowshipping is a punishment. It means you cannot associate with others socially or spiritually. It does not mean that you cannot pray, study or read the Bible. It is hoped that you do actually study(their publications) and pray, realize your mistake and come back to be reinstated. That's the WTS stance on it.
As someone else noted, this may not be your issue. Sounds like they may have said some hurtful things to you, making it hard for you to want to go back. It would be easy for us to say, "Good, don't go back", but this time away from the influence of the WTS does give you oppurtunity to search and see just what you do believe. Pray, read, study. Not just WTS publications, but other publications and faiths that interest you. Be open minded, think for yourself. You may become agnostic or athiestic. You may like another religion. It's up to you.