Just mark out your address with a black felt tip pen, write 'refused - return to sender' and send it back.
This is an **EXCELLENT** reason why you should use your Visa or Master Card to make mail order or internet-order purchases. It is much easier to do a chargeback on your Visa card than it is to get money back once a check or money order has been cashed.
If you'd rather not use your credit card, check your ATM (Debit) card to see if it has the Visa or MasterCard logo - Debit cards (at least for Visa) have the same protections as the credit cards.
Anyone who is planning on doing a lot of e-commerce shopping should read the above link! Take care.