Depends on what it is. A cheap item I'd just keep. Actually, once, I did. They sent a drive out, and I ended up with one on time, put into service, and all was dandy. Then, about a week later, another one came. Same tracking #, invoice, etc., and the tracking appeared like it never existed for the first one.
In the i7 case that I assume inspired the thread, I'd contact them about it. $46 out of a >$3,000 order, I couldn't worry myself over. It would probably cost them as much as the item over again just to get it back, anyway. But, a CPU in a cheap kit worth more than the whole order...I couldn't do that.