If it was listed for collection it should really be returned the same way. You won't be able to issue a label via ebay but you could send one direct from a courier website, eg. Royal Mail.
Get them to open a return through Ebay and provide a label through the case.
"There are two ways to be fooled. One is to believe what isn't true; the other is to refuse to believe what is true.” Søren Kierkegaard, Danish philosopher (1813 - 1855)
