"Vodacom" cellphone insurance

I took out insurance with vodacom for a phone I have a contract with them for. A day after taking the policy, I got a better deal from Naked Insurance so I wanted to cancel. I call their call center and they tell me that Vodacom (the people that signed me up for the insurance) can not cancel the policy and that I have to call another third party insurance I've never heard of. Mind you I never even received the policy documents via email. Now that I want to cancel not only am I being taken for a cake but also from pillar to post. I just want the insurance cancelled and only pay for my cellphone contract.