want to cancel an order

If you mean a pre-order that hasn't been released yet : iTunes Store: About pre-orders

If you mean something that you've bought, then unless there is something wrong with it (e.g. an app that doesn't work, film that doesn't play) then all purchases are considered final, but you can try the 'report a problem' link to contact iTunes Support and see if they will refund or credit you : http://reportaproblem.apple.com

If the 'report a problem' link doesn't work then you can try contacting iTunes Support via this page : http://www.apple.com/support/itunes/contact/ - click on Contact iTunes Store Support on the right-hand side of the page, then Purchases, Billing & Redemption

What kind of an order?

Where did you place this order?