The question naturally arises, "faith in what exactly?" I would like to suggest three things we ought to have faith in. Looking at this question strictly from the practical viewpoint of progress in meditation, the yogi must first of all have faith in the practice. Without this confidence, you will get nowhere. In an actual retreat situation this also implies faith in the teacher and his instructions. If you can't feel complete confidence in the teacher, then find another teacher. You won't get anywhere if you question the meditation instructions all the time. For the duration of the retreat, just surrender and do it.
It shouldn't need to be pointed out that faith in the teacher is not guru worship, which has no place in Theravada Buddhism. Faith here is not a helpless dependence on another, nor is a blind belief that the teacher is flawless. It is, or ought to be, a feeling of trust and confidence in the Dhamma presented by the teacher, as something valuable and worth heeding. During a practice session, it should be the courage and discipline to follow the instructions instead of the whisperings of monkey mind.