How do you get your money back??? I do not have a clue where to start,

I am struggling to get my refund from wentworth finance. After months of getting fobbed off. Saying system down and back log, now being told cheque was issued on 29th sept and now i have to email the company to tell them i did not receive my cheque. has anyone actually got their fee back?? I am so annoyed for being so silly.