I love to read advice columnists. It always cracks me up when someone writes in about her "boyfriend of two weeks." Honey, two weeks is not a boyfriend, no matter how much he declares his undying love to you. The fact that you are writing an advice columnist about this fledgling relationship indicates that you should get out now. You don't owe anything to this person, and if he's causing you that much angst, it will only get worse.
On the other hand, I get E-mails from people who are two weeks into a new job and they want to quit. The advice here is the complete opposite of the boyfriend advice. You are new to this professional relationship and you need to stick it out. (Unless, of course, there is illegal or immoral activity involved.)
A new job is tough. Every company has its own culture, policies, procedures, and norms. It takes time to learn these things. You also can't just walk into a job and expect that everyone will respect your brilliance. You have to earn people's respect, and that holds even for the manager that hired you.
There are serious consequences for dumping a new job. If you dump the guy you've been seeing for two weeks, you'll have find something else to do on Friday night. If you dump the job, you're without a paycheck and you either have to explain a short term job on your resume or you have to explain a period of unemployment.
On the flip side, many workers seem to have trouble getting out of a bad, stifling, or just plain unfulfilling job.
If you've worked for a place for a reasonable amount of time, and you've fulfilled any contractual obligations (perks like tuition reimbursement and company-paid moving expenses frequently require employees to stay with their companies for a specific period of time to avoid having to repay), feel free to start "dating around"—i.e. job searching. In fact, you should always be networking. I find people wanting to go to the equivalent of marriage counseling to save their relationship with their dysfunctional boss. Save that for your actual marriage, and start job hunting.
You should expect your spouse to be loyal to you and you should be loyal to your spouse. You should expect your company to be loyal to it's stockholders and you should be loyal to yourself and your family. If a better job comes along, take it. I've been involved in laying off numerous people who put their loyalties to the company and expected it would always be there. And it wasn't.
Try to remember the differences between your job and your marriage and treat them accordingly. If you are having problems in your marriage, redouble your efforts and buy your spouse some flowers or candy. Go to counseling when it's needed. If you are having problems in your job, redouble your efforts—and at the same time, spruce up your resume and start networking.
Suzanne Lucas has nine years of human resources experience, most of which have been in a Fortune 500-company setting. She holds a Professional in Human Resources Certificate from the Society for Human Resource Management. She blogs at Evil HR Lady.