According to Osho, you cling to misery because the ego and misery are one complex; the 'I' that tries to drop it is made of the same anger, jealousy, wounds and desires. Wanting happiness creates fresh misery, and the fragment called 'I' cannot drop another fragment. There is no method to drop; only clear, total understanding of the whole complex allows misery to dissolve by itself.
The part of you that wants to throw away misery is made of misery, so struggling adds more pain—just see it clearly and it melts.