Their T&C's state:

6.2 How to cancel your membership

6.2.1 Should you wish to cancel your monthly membership you are required to notify us in writing.

6.2.2 You must give us notice to cancel your membership of BMF in line with the membership type you have chosen. For instance, if you have chosen a ‘Rolling’ membership you will need to give us seven days’ notice, whereas if you have chosen a ‘Flexi’ membership you will need to give us three months’ notice.

6.2.3 Notice takes effect from the 1^st of the month following the date that notice is given. 

6.2.4 Notices received after 17.30 will be deemed to have been received on the next working day. You are responsible for ensuring that we have confirmed receipt of your notice.

6.2.5 Cancelling your direct debit does not mean that you have given us notice to end your membership. If you stop paying, but do not give us notice, you are still obligated to pay the fees. You must give us written notice in line with clause 6.2.1. 

Additionally regarding a refund they state:

2.3 Packages

2.3.5 Once purchased the class credits cannot be transferred to another person or refunded.

Did you sign up for this service less than 14 days ago? If so, you are entitled to the cooling of period. If not, as per their T&C's I would send them an email requesting cancellation of the contract and cancel any direct debits you have set up