When you are cheated by any financial intermediaries, first lodge a written complaint to your broker or intermediary and get an acknowledgment for the same. Phone calls are not sufficient. You can lodge the complaint through email. Give atleast 15 days to these guys to solve the problem.
If still not resolved, complaint to SEBI @ http://investor.sebi.gov.in/
To lodge a complaint to SEBI, Please click here.
SEBI would request you to send the complaint details and proofs to an authorized official. Then onwards, SEBI would take care of your problem. But you need to wait atleast 3 months get your problem solved.