As thousands of students across Rochester and western New York head back to class next week, a small group will start the school year in a unique way. A dozen students are enrolled in a high school program based on the philosophies of Henry David Thoreau. The Walden Project is based at Cumming Nature Center in Naples, where students study and work outdoors in the woods or on the trails much of the time, and in all kinds of weather. "We don't have any tests; we don't have any grades," said Andy