Should be a cooling off period for the contract, with Sky it's 8 days, if you are outside of that you will have to go through an official complaints procedure and state you were miss-sold the service. If possible though you should always check your lines capacity before even thinking of ADSL as so much can impact it including distance from exchange, condition of line etc.
What do you get if you put your info in here?
http://www.kitz.co.uk/adsl/adslchecker.php