Cancelling membership with The Holiday Club

I have signed up with Holiday Club but have never been able to make use of there services due to holiday resorts always full. I been told to upgrade my package and then was told it’s not guaranteed to get accommodation after upgrading. As a result of not having to make use of any of their services after paying a deposit and paying the monthly debits, I requested to cancel my membership as I have no interest to continue membership with Holiday Club. Since then, I was told I need to pay substantial amount of money to cancel my membership and I am threatened by The Holiday Club, that they will hand me over to lawyers and black list me at the credit bureau.