Difficulty cancelling Virgin Active memberships

Virgin Active increased my and my wife's monthly fee by threefold without warning whereupon we requested that our membership be cancelled. My daughter also then requested her membership to be cancelled. Months have passed and still Virgin Active continues to try to debit money from our accounts. When we contact them, they claim we have not cancelled and should pay for the months that we haven't even used the gym, and only then will be put in a request to cancel our memberships. Even though our contracts have expired.