I read somewhere (I can't remember where...) that purification is like taking a shower after years and years of being in the mud, filth and dirt without ever washing. When we start the process of showering, it seems as if we are getting more dirty, the dirt is everywhere, but we know we must continue in order to wash it out completely.
But when we purify or engage in actions as advised by our guru, maybe it seems as if our problems get bigger, more acute, more painful... and we think o-ooohhh that's not good I better stop this now... But there is no difference with the shower story, one must continue in order to purify.