Resort Holiday Group review: Cancel my membership / refund

I could not cancel my membership because they told me that there is no cancellation policy and if I refuse to pay they will report into credit bureau and thus its my obligation to pay in full amount I owed them.
The reason I am cancelling my membership because we moved to Saskatoon on June 2012 from Toronto, thus I can no longer take advantage of their club's amenities and find the dues be frivolous if I'm not going to use the membership. This is to much for me, so I decided to stop paying them effective today.
I was a member since Aug 2011