I was playing Winter cricket overe here in Aus 2 years ago, so we don't always have umpires as it is more a fun comp for the off season. But I was at mid-off and the bloke hit it to me and he ran, I threw the ball and hit the stumps directly when the batsman was 2 metres out of his crease and their umpire said not out. Our captain/bowler proceded to swear at the bloke, which I think was dissapointing even though he gave the wrong decision, but the bloke then walked because I think he would have felt guilty staying. This is the only time it has happened to me as I generally play with official umpires.
To me, it will always happen when the batting team umpires and it is just something we have to live with, because without any sort of umpire, we could not play the game. It's dissapointing when it happens, but not much we can do.