From a hospital or the military? From a hospital, it means you walked out without your doctor's approval. I may have done that once, but more likely I was such a pest that they discharged me. From the military, it usually means you did something against military orders. If it wasn't a dishonorable discharge (usually for a crime), it may have been that they knew there was a problem when the person was admitted. For instance, I knew a person who was admitted even though he had a history of mental illness.