(CNN)From some vantage points, Margaret Burns Vap had it all, including a high-powered job at L'Oreal and a cool New York lifestyle.
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After 9/11, she ditched city living to start her own yoga business out of Montana, Cowgirl Yoga, a retreat that marries yoga with horse-riding.
Vap says the leap into the unknown was the best thing she ever did. She offers some advice to others who might want to turn their workout routine into a full-fledged business.
For most, leaving a job with a steady income and benefits can seem like a big gamble. Vap herself admits it was a daunting idea.
"I never saw myself as an entrepreneur, because I wanted to make my mistakes at someone else's expense," she says. Ultimately, it was a gamble that paid off:
"Yoga's gone from being just my passion to my profession," she says, adding that she loves that it allows her to make new friends:
"I met people that I would have never otherwise met."
Like many before her, Vap felt pressure to follow a traditional career path. She followed college up with graduate school, where she earned an MBA before landing her gig at L'Oreal's New York headquarters.
"I didn't realize how defined by my job I was," she recalls. Throughout it all, yoga, she says, "helped me in New York to stay calm and centered."
After 9-11, says Vap, her priorities shifted, and she decided to follow her dream and her passion. As a child, she admits that she loved horses.
"Women in particular have this childhood dream -- which I myself did, too -- of horses. Every girl wants a horse, and to be able to mix that with yoga is just wonderful," she says.
Vap says that for her, the appeal of yoga is that, "you're never done with learning." She notes that it's important to follow a path that allows you to constantly expand your mental horizons. The effects, she notes, often spill over into other areas of your life.
"It gives you that perspective to make changes that you need to in other parts of your life. Every time you come on that mat, something shifts. And that's why it's a never-ending process."
Some might find the prospect of leaving the city for a region as rural as Montana career suicide. Vap, however, has found the opposite can be true. Though Montana -- otherwise known as the Big Sky State -- couldn't be more different from her former life in the Big Apple, but it's a difference she's embraced.
"It's this oasis, these little pockets of places you really can retreat and leave behind whatever it is that you're dealing with at home," she says.
"You can feel the energy of the horses, and it makes the whole experience all the more intense and wonderful."
Montana is an unpredictable place, notes Vap, particularly when it comes to the weather.
"You never know what you're going to get here, so just give it up. Don't try and predict the weather, and be prepared," she says.
"If you're always prepared for what comes next, then you can enjoy it. Yoga gives you that, it helps give you those tools to be prepared to handle whatever it is that comes your way."
To learn more about Cowgirl Yoga (or to see what yoga on a horse looks like), watch the video below.