The box is theirs, so once you have cancelled they should collect it. Whether they actually do is a different matter. With that in mind, they may well want to replace it with a SACM. I have heard of this happening in the past.
As for cancelling, you phone them on the usual 0800 number on your bill, which I can't remember offhand. I cancelled all my services due to moving house next month and did it all over the phone. I asked the CSR if I needed to confirm in writing and she said no.
EDIT Beaten to it by Mark
