You should notice that advices given by Federal Trade Commission do not apply around the globe. If you really want to go the 'asshat route' and demand something like a return envelope (meaning they would have to pay 3xshipping for a non-fulfilled purchase) the whole case will most likely end up real pain in the ass both for you and the shop you bought it. Just send it back with your bank details/paypal and you'll be better of.
For anything shipped to a US address, the FTC standards apply. Yes, it sucks for the seller, but there is no reason that the buyer should have to bear any expenses or inconvenience because of the incompetence of the seller. You make a mistake, and you eat the cost. It's a pretty easy to understand concept. That said, if the buyer's demands are unreasonable, the seller is unlikely to sell anything additional to you. They can get their merchandise back, refund your money, and then tell you that you are no longer welcome as a customer, ever again.
The best case scenario would be for the seller to arrange for UPS pickup, and immediately send out the new, right, merchandise.