Wow these guys really aren't transparent.
If your money is being kept in the UK you need to contact the FSA. I highly doubt it is though, the UK is will regulated and the FSA would kick this companies ass if it regulated them.
Financial Services Authority
More likely they (like many scam brokers) are Cyprus based. For this you will need to contact CYSEC.
Cyprus Securities and Exchange Commission
A lot of the times the threat of contacting these agencies is enough to get them to send you back your money. Tell them you will contact CYSEC and see what happens.
Pharaohs link to the reviews shows a reviewer who suggest filing a complaint with the Hellenic bank in Limassol. There link is below.
Hellenic Bank Group
Hope this helps.