Do you have a measure of their average stay or actions?
I'd be interested to know if some arrived thinking it did one thing and ended up not getting what they wanted.
You know how sometimes someone says something really obvious and you want to hit yourself because you haven't thought it through properly? Thank you :)
I've had a quick look through the stats, and users appear to be coming back repeatedly (no errors on the server - will try and see if there's anything else going wrong, e.g. IE6 problems). I think I'm going to try and find those cancelled users and ask them what happened :)