Actually the protestants do it too. Lent is truly one of the better religious observations, because the person aims for a spiritual goal and is creative about his method to attain it. 40 days later, you may have effected what you wanted, or something totally different (!). That's what neat about Lent: you're aiming for the moon, so you will at least land in the stars.
I'm the ultimate loner, so for Lent, I want to
keep up something rather than deprive myself: I'm going to try to cultivate and maintain three friendships. I mean really 1) letting down my walls, 2) suffering and rejoicing with them, and 3) staying engaged with their path, thoughts and memories. I'm really scared and really stoked at the same time.