Walking out (not working notice period)

[Dr Doofenshmirtz]

I have been working for a company for 18 months.
I have gone out and found a new job that I am keen to start ASAP.

Do I HAVE to work my 4 week notice period?
I have a couple of week's holiday owing, but I am willing to loose this if I can get away with walking early.

It's a small company, and I suppose they could sue me or something for leaving early??