Is this a shipment you sent out and want to cancel? Or one that someone is sending to you?
I once had a company send me an order that they made a mistake on. We figured this out via e-mail just after they shipped it, and the company told me they were contacting the shipper to cancel the shipment and return it to them. But... it didn't work. The package still went through to me.
usuaully its nigh impossible to get a shipment cancelled once it's enroute. The delivery companies really hate, at least in my experience, any alteration to their package schedules that is not their own fault. If they delay the package, it's fine, but if you or some one else tries to alter it, it's an act of congress.
The only thing one can do is not accept the delivery and it will be returned to the sender, at cost to the sender, at least that's what has happened in my situation.