You set your controls HORRIBLY wrong on an off the shelf CPAP -- and, what? It's not like you're going to explode your lungs. Your own inability to breathe properly will make you take it off. Or you keep it on and you fart more in the morning (true story, by the way, I've never heard anyone mention this side effect of CPAPs)

They often don't even do a titration study to figure out the right pressure range anymore. They just give it to you with a reasonable default setting, let the machine figure things out automatically, and tell you to come back in a month to check the logs to see if your apnea got better.