This shows just how dangerous it can be to set up a Direct Debit - it gives someone else the authority to take money from your bank account.
Had your previous 12months Insurance expired, or did they take the money before the date of your renewal? You should contact your bank and ask them to refund the amount of the DD as it appears that your Insurance company have broken the terms of the DD agreement - here is a link to the DD guarnatee.
Direct Debit - your rights
If I am not going to renew an Insurance Policy that I pay by DD I always cancel the DD with my bank immediately the last payment has gone out.