I hate the fired stuff too...it seems silly to me.
When I change sponsors i jsut say I've decided to change sponsors.....it isn't even necessary to say it isn't working...just let them know you have moved on.
Early on I just stoped calling and got a new one...in the form of sponsorship practiced in AA at that time in my area that was perfectly fine and acceptable.
Where I am now and when i am now...i would need to make a call to let them know as things are different.