Cancel Membership?

When a user registers, they are assigned the default value. (subscriber in this case)

When doing a test, I created a new user then went to the “Cancel Account” page and cancelled said account. However, it never deleted or changed the role and I was still a subscriber will full access to the site?

Is there a way that if someone cancels their membership, it can assign them, say, a different role to the site with no access?

Thanks
Daryl

http://wordpress.org/plugins/paid-memberships-pro/