I'm pretty sure that, legally speaking, there is to need to return it or even make them aware they sent you an extra. Would be wise toresearch it yourself though. I am a law student and I'm pretty sure we went over this in my contracts class.
I've had similar things happen to me in the past; often times, the retailer allows me to keep the items. When I'm asked to mail them back, however, I always do (unless, of course, they won't pay for the return shipping).