Hey,
No you cannot choose to disband units because you "want to". Units can only be disbanded under the following circumstances.
1) During your build phase if you do not have enough supply centers to support your current number of units, you must disband units to equal the number of supply centers you own. For example, if you own 4 units and have 3 supply centers you MUST disband one unit. You CANNOT disband 2 units and build 1.
2) If your unit is dislodged and you have no possible place to retreat to then the unit is disbanded.
3) If a player has left the game and that country's unit becomes dislodged it is automatically disbanded. (It doesn't get to retreat)
Side note: Civil Disorder
If during a build phase a country who's player has left does not have enough supply centers to support its number of units, units are disbanded in the following order.
i) The furthest unit from that country.
ii) If two units are equally distance fleets before armys
iii) If they are the same type of unit (and same distance) alphabetical order is used
Countries in Civil Disorder CANNOT build new units. This is true even if they have more supply centers than units.
Hope this helps!

Cheers,