This will work if you ordered online at the Apple Store in the U.S.
Go to the Apple Store at http://store.apple.com/us
Toward the upper right, you should find an area with your name and a drop down arrow as shown here:

Click the drop down arrow and choose "Check Order Status". You will be asked for your password. Enter it and you should see your order.
If it is still in the "Processing Items" stage, you will see an option to cancel it from there. Choose that and you will be all set!
If the order has advanced to "Preparing for Shipment", it will be too late to cancel it. You will have to wait for it to arrive and handle it later.