Solved. What they don't tell you is that the equipment and line is not always ready for the quick start. I had to wait about 12 hours for the Internet to kick in and 24 hours for the on demand to start working. I tried ringing the setup and it kept saying it couldn't automatically set me up and to ring customer services and customer services was closed at the weekend.
Customer services also had to set up the box remotely so it would connect to virgin because it hadn't been done before it was sent out.
The whole experience doesn't fill you with confidence but now it's working its OK.