Gold's Gym review: they again charged me for the next month, but I have cancelled the membership

I had a membership in Golds Gym East Windsor NJ. I have thought that it wasn’t worth to pay $49 for the membership, if I could find cheaper gym. I went to the gym and wrote the cancellation letter. But the manager asked to pay for the last month in cash, and I refused, because I was auto-billed. I told the manager about it and he promised to check. It was ok, but when the new month started, they charged me again. What do I need to do?