While many Americans are skeptical of the claims of the self-help industry, their attitude can be summed up as follows: "OK, we all know this is a silly and sometimes expensive exercise in navel-gazing. But really, where's the harm?"

Fewer people are asking that question since the grim news from Sedona, Ariz., on Oct. 8. This week, another death was announced, bringing the total to three fatalities and 18 hospitalizations resulting from a sweat-lodge ritual led by self-help guru James Arthur Ray. Authorities are investigating...