Credit where credit is due
It contained instead six CDs that had, according to the packing slip, been purchased by another gentleman. Presumably his mailing label had been pasted onto my package, and he was enduring a similar revelation, or would soon.
So I logged on to my account, and found the returns page. There didn't seem to be an option to say "I got someone else's shipment" so I went through the page where they list the shipment, and you can say that you got something else for each item. Since I only had three books, I chose three CDs at random and typed one name in next to each book. Then I printed out the pre-paid return address label (quite cool), stuck it on the package, and dropped it off at the post office.
The surprising thing was getting the books Friday morning. So I only lost a day due to the whole mixup. That's quite impressive.