Auto and General/Insurance Supermarket

I do not even know this company.I was told by Auto and General that this Insurance Supermarket is my broker.I have been calling them for two weeks to try cancel my policy but no one ever answers the phone.As far as I know I registered directly with Auto and General but now that I want to cancel my policy I m told I must do the cancellation through this Insurance Supermarket that I never heard of before because they are my broker!!!!!