Milgram's Obedience Study

The Milgram study was a series of notable social psychology experiments conducted by Stanley Milgram, which measured the willingness of study participants to obey an authority figure who instructed them to perform acts that conflicted with their personal conscience. In the original study, all participants administered at least some shock. Most went up to at least 150 volts and 62% displayed complete compliance, going all the way up 450 volts (Linienfeld).
I was shocked (no pun intended) after reading the results and seeing another example in discussion. It is common knowledge that any amount of shock could potentially stop the heart and kill someone. It is also common knowledge that it isn't safe to pump any amount of electricity into someone. With that said, why would anyone even agree to do the study after they find out what the experiment is doing?
Not only should they know the experiment was dangerous, they "teachers" were also subjected to the shock. In the video in the discussion, most of the people showed a lot of discomfort when subjected to the least amount of shock. Most of them even asked how many volts they were shocked with and were surprised when they were told that it wasn't many volts. What I am trying to get at is the teacher knew that they would be in pain if they were the learner, so why would they continue? I apologize if this sounds mean but I think that the people who were given this information and still continued with the study were stupid. By stupid I mean uneducated. Use some common sense and know that this experiment is very dangerous and also use some emotional intelligence and realize how much discomfort the learner would be in.
If I was in this study, I believe 100% that I would have discontinued the study right away. Just because there is an authority figure telling me what to do, doesn't mean I am going to do it. If it was a situation where there was a serious consequences if I didn't comply with the study then I would do it. But that wasn't the case, there was no consequence if the study was discontinued. I just don't get that.