Direct Readers Guild Refusing to cancel my subscription after stating in the initial setup that I could cancel at any time. East Dundee, Illinois

I have a subscription with this company for over $500 dollars to be paid in 2 years. I also know that I dont have a written contract with them. In the call that setup my subscription the woman, I believe her name was Lisa, that I spoke to stated that I could cancel at any time but they recommended that I stayed with the service. Ive been with the subscription for 6 months or so, now I want to cancel it because I no longer have time to read the magazines I receive. I called to do so and now they are refusing to cancel my subscription stating the magazine companies have already been paid the full amount. I have contacted my states Attorney Generals office, which is here in Illinois and they stated they will be sending me a complaint form and after I fill that out and send it in they will see what they can do for me. In addition I have filed complaints through the FTC and BBB.