The whole point of fondue is cooking your own food, obviously, so if you go expecting your food cooked, then yes, you'll be disappointed. Fondue = cooking own food. My DH and I enjoy doing this wtih friends often, but we know what it involves before we go! Different strokes for different folks, but doesn't mean it's horrid because you were misinformed.
I have not been to Colorado Mining, but when I saw it on $40 a day with Rachael Ray, it appeared to be very similar to Melting Pot or Simply Fondue, and I know there is one of those in Orlando, near WDW. IF I remember right, when that episode came out, someone posted that the Colorado Mining Factory is pretty far from WDW... you can probably plug in the addresses on mapquest and find out.
Good luck!