What happens if I don't return Virgins equipment?

I cancelled Virgin broadband after one day with them and they've asked me to return their equipment by using their pre paid envelope they said they would send.

10 days and no envelope. I don't want to go through their atrocious customer service to request another.

I want to know if they can take legal action or affect my credit rating for not returning their equipment. If they want it they should come take it.

Edit: Will hold on to the box. They can come collect it if they like.