Not to sound unsympathetic.... well I guess I'm not, but you made that choice. Take your 401k and roll it into a 403b and do what you want with the funds if you want control. Pensions are about the most unstable thing out there. Company goes away ... well, you get the point. Besides pensions, wellfare, Social Security, etc are all government approved Ponsi schemes. Some one is going to get royally screwed at some point. I am and will be self employed and it really iritates me when I hear all this whining about company pensions, retirement, insurance, etc. It is not a right it is an incentive to join a company and like any incentive the company can change or take it away anytime they want. Don't like it? Go work some where else, but don't blame the company for the choice you made. You make the choice in your best interest and the company will do the same.
Would you feel sorry for a the company if you left without notice and they were left with a production hole to fill costing them money and resources? Doubt it. I can tell you no one except my family feels sorry for em when I have to work 80+ hours a week to make up for when an employee doesn't show up or quits. And I can guarantee you I don't get paid extra.
Life is somewhat of a gamble my firend. It is just a matter of getting the most info you can and then making the best choice you can. If you are prudent it will usually work out for you and sometimes it won't.