Trip Mate review: Refund of flight

I purchased the trip insurance and had to cancel the flight, they have denied refund of purchase. What is my next step? First of all Cheapo air ran me around for months, finally sent me the link for Trip Mate and said I had to contact them directly.

How can a business run like this, and make up rules as they go along? I would never recommend them and will be filing a complaint with the Government and Better Business!