Trying to cancel mail

I have just phoned this company to request them to stop sending letters for loans. I have never app**** for a loan with them and was told that maybe my information was shared via another company I never gave permission for my information to be shared, last week I was able to cancel postal mail with Nedbank by just providing their reference number, not with DirectAxis... No they wanted my I'd, full names etc...I refuse to give more than my ID as I feel they were wrongly sending me the mail... Problem is...so do I also receive my ex husband, from whom I've been divorced for the past 7 years mail from them, and who's ID I don't know. Trying to explain this to the lady because I'm really fed up receiving these stupid mails from them, the phone got put down in my ear.

Now I would like to know, how can I get this company to just stop sending out unwanted mail without having to give details to which I don't have access to?