Change of sponsorship

I have finished my job with one company since having my own visa they are giving me release but unless I find new job,how come I prolong without getting cancellation under my own,they are pressurizing me to get the sponsorship transfer to other company from theirs,but my problem is unless I find one suitable sponsor I cant do,is there any way out to prolong by just getting their sponsorship cancelled without getting RP cancellation. please suggest the solution to my this problem.