If nobody will help you . . . or if somebody tries to help, and your fellow party members interfere so the two of you still cannot win . . . you must Run Away by Rolling the die. You don’t get any levels or Treasure. You don’t even get to Loot the Room. And you don’t always escape unharmed.
If you fail to Run Away from a monster, it does Bad Stuff to you, as described on its card.
If two players are cooperating and still can’t defeat the monster(s), they must both Run Away.