Maybe.
If the seller said he would ship by USPS, changing to a courier like UPS will cost you a small fortune. The USPS/Canada Post service fee for customs brokerage,etc. is $9.95. UPS starts at $25.
If the seller said he would ship by the Global Shipping Program, you have already paid all these fees and the seller should have shipped your item to Kentucky for processing by PitneyBowes who run the GPS for eBay.
In both cases, the seller was wrong.
BTW, you can refuse the parcel and it will eventually go back to the seller. The carrier will charge him for their work.
If the seller said he would ship FedEx and instead shipped UPS, that's no biggie. Let it slide. Be prepared to pay duty, sales tax and that whopping customs brokerage fee on your doorstep, though.