First....buy things like this only from authorized sellers who back up the sale and service. Scams are all over ebay.

Here's what I'd do, in this exact order. Call the ebay seller and let them know you will not be accepting the package delivery. Do not accept the package and have it returned to sender. Tell ebay seller you want a refund less the shipping charges they incurred. If they don't agree, dispute the charge on your credit card with product never received as the reason and leave them negative feedback (to make yourself feel a little better).