If they have a free returns system set up, then use that to get the correct item.
If they don't, then i have some experience in this area. Your contract with a retailer does not commence (ie you can cancel for a refund) until the retailer dispatches the goods you have ordered. As they clearly haven't dispatched the goods you have ordered, you are free to cancel your order for a refund, it is their responsibility to arrange for the item to be returned if they want it back.
What i usually do is something along the lines of the below:
Tell retailer they have not dispatched my order. Tell them unless my order is dispatched immediately then i shall be cancelling for a full refund. Remind them if they want items that they have sent that are totally irrelevant to my order, then they must arrange for collection of said items.
I am amazed at the number of retailers, especially large ones, who after this process have sent me the correct goods and never bothered to collect the goods they sent incorrectly.
I once ordered a controller for a games console, but was sent a controller for the 'other' console (cant remember whether it was Xbox or PS3 as i had both at the time) i went through this process and the correct controller arrived, resulting in a nice ebay profit for me on the unwanted controller.