Phone insurance set up without my knowledge?

Hello, i'm just wanting some advice on where to go from here.

I purchased a mobile phone in july through buymobilephones.net, and I do remember removing the phone insurance from the checkout/basket, as i would never purchase mobile phone insurance. I received the phone all good and well, and the sales invoice that came with it, and the email order confirmation that i got did not mention anything about phone insurance. So i wasn't even thinking about the mobile phone insurance.

now at the beginning of this month I get a nice letter from Lloyds tsb telling me i've gone overdrawn and i'm going to be charged, so i wondered how the hell i've gone overdrawn! I only had one direct debit on that account (my phone, which comes to 26 pound every month), and i occassionally use it for small (1pound/2pound ) purchases, i put 30/40 pound / month in this account. So i stormed into my local lloyds branch, absolutely fuming, and then find out that i've had a direct debit payment, that was set up 2/3 days after purchasing my phone, and which had started to be paid in october at 5.99 a pop, and has been coming out every month since. and it was this that had taken me overdrawn.

Yes maybe I should have looked at my statements, and do for my other accounts, but when you put in more than you know is going to come out, you probably tend not to think about it.

the company the insurance is going through is Citymain Administrators, basically I want my money back and I want my direct debit cancelling. so who do i contact first? the phone company? or the insurers? I mean if something would have happened to my phone, i'd have never known i'd got insurance.

Buymobilephones have said that i did NOT cancel my insurance at the point of ordering (but if that is the case, why have i had no confirmation that it has been purchased on either email, or hard copy paper?) and that i should go to the insurers.