I had a contract with Carphone Warehouse which included insurance for the first three months. I just stopped the direct debit at the bank, and had no problem.
The contract included redemptions and getting those cheques from them was very difficult, so I wish you good luck in getting a refund. To get a reply to any letters you will probably have to write to the chief executive.
Lesson learned there, really, you should be checking your bank statements more often. Online banking is easy and I check mine on a daily basis, it takes about 2 minutes