cooling off period

Hi, We have a problem regarding cooling off period. 10 days ago a Vodafone sales person phoned us and after a long conversation convinced us to move from a Prepay plan to a BillPay contract which included a handset. the salesperson did not warn us that if we use the phone we will lose our entitlement to cancel during cooling-off period. In fact there was no mention of cooling off period at all. The next day we received the handset and used it with our current PrePay sim. a day after that the account became a BillPay account and for th first time we could actually access and see the details of the account and what was on offer. We decided it was not suitable for us and contacted Vodafone promptly to inform them if the details of the contract are as they show on the system we would like to cancel and move back to PrePay Plan. To our astonishment we were told because we have opened the phone and put our sim in it, there is no cooling off period and we can not cancel. We have valid legal confirmation that Consumer Rights Directive which has been in force since June applies in this case and we are definitely entitles to cancel during the first 14 days. Vodafone disputes this and insists there is no cooling off period.  We are in a very difficult situation, on one hand we are sure we are entitled to cancel on the other hand Vodafone is refusing to agree. Needless to say we have exhausted all of Vodafone's own complaint levels as advised in their code of conduct available on their website. We have also notified ComReg of the case. We are now awaiting confirmation if we can go through the small claims procedure or if we have to go to court instead. We also have to send the phone back but as Vodafone disputes our right to cancel they do not provide an address. Any advice would be appreciated. Thanks