They wasted my time and then charged me for it

I was called by Paul from First For Woman on the 14th of January 2016 and he gave me a quote, I was happy with the price though I was skeptical, I asked that he sends me a quote and then call me the next day for me to be able to make a decision. When he called me two days later I agreed and said I will continue with the policy, on the call I asked that he mail me my policy documents and everything that I needed to know. He even advised that my current insurer would have me covered until the end of the month and it made sense for me to get everything sorted whilst there was still time and then cancel my other policy, unfortunately there was no sign of getting my policy documents from First For Woman and I was not comfortable canceling my cover not knowing what I was getting myself into. The documents did not get to me until the 29th of Jan and this is after my current insurer has debited my account, today being the 2/2/2016 I get a notification that First For Woman has debited my account, so now I have paid two insurers for the same thing and that is all because of FFW incompetence, I am not happy with that service rendered thus I demand to be refunded and cancel the policy.