Send a letter recorded delivery, stating you wish to give 30 days notice to cancel the contract. Keep a copy of the letter and the fact it was received if you need to sue later.
If after 30 days, you're service is still active, cancel the direct debit. Send a cheque to the same address for any money you owe.
If they then black mark your credit file or pass on an assumed debt to a third party who attempt to chase an assumed debt. You can sue them in court.