Just looking at this from a purely contractual point of view:
1. As has been beaten into your head by everyone else posting, you bought a course of lessons and will almost certainly not get any money back.
2. BUT you have paid in full for the lessons you have actually had and, therefore, I believe you ARE entitled to your certified training records in respect of those lessons so, IMHO, although you would be out of pocket, you shouldn't be back to square one.
From a practical point of view, you don't give any details of why you are unhappy with the training. I know from my own experience, not just in flying, that it's easy to become frustrated with an instructor or coach.
It's easy to start to think that they are a complete idiot only to be surprised later on at how much they have learned in that time
Before jumping ship and throwing your money away, I recommend that you have a really close look at why it isn't working. Is it really all down to the school / instructor? If it's just the instructor and you not getting on, could you ask the school for a change?
My £.02