I've just spent 15 mins on the phone to them trying to cancel - spent five in a queue, five talking to a lovely Irish lady and five talking to their cancellations team on possibly the worst phone line I've ever had to use. Basically, their cancellations team aren't there to handle cancellations, they're there to get you to stay.
To save anyone else the hassle, you need to write a letter to
SETANTA 4
PO BOX 8544
SUNDERLAND
SR9 9XZ
(imagine that sack of c**ts being based in Sunderland, eh?)
Need to put in your name, address & Setanta account number.