Cannot cancel my membership

I phoned Virgin Active on 6 Jan 2015 wanting to cancel my gym membership.<br> Virgin Active has since then taken money out of my account, even though I haven't used their facility.<br> I phoned their Call Centre on Monday and the lady said that there was no order on my account to cancel the contract. I asked for a recording of the call on the 6th of Jan and I am still waiting for feedback.<br> <br> I am so frustrated and irritated with the level of service.