If you are within 28 days of being connected just phone up and say you want to cancel and explain all the problems.
If they don't offer to sort out the problems quickly then maybe you should consider your other options, one of which is perhaps telling Sky of your experience and seeing what they can do for you.
Both are worth a try but VM are normally very helpful in such circumstances. If all else fails you could email the ceo's office and tell them of your experience:-
neil.berkett@virginmedia.co.uk