As Gaz said, the very firs thing you should always do when changing any account that you have paid by Direct Debit is cancel the DD straight away with your bank, should only take a couple of minutes.
A quick call to Virgin should sort it no problemm, and they should be able to repay straight back into your account.
We had our TV viewing with Cable and Wireless some time ago, and cancelled it to go with Sky+. I contacted C&W and explained what was happening. they did their best to try and talk me out of it but I was determined to swap. As the monthly payment had just been taken they told me to cancel the DD straight away to prevent another payment being taken for the following month. I even had a closure letter from them thanking me for my custom and confirming that I owed them nothing.
I was a little surprised then when I received a letter from C&W about 6 weeks later telling me that as they were unable to collect a payment from my account, I either needed to pay the outstanding money with 7 days or they would cancel my viewing subscription WTF
It just goes to show that even when you follow proper procedure with companies and close your account with them verbally, it seems they don't communicate well with their own accounts department, and unless you cancel the DD immediately, they will always seem to try for another payment.