Hello 'frus',
It sounds like you've done all you can. There is no method by which you yourself can cancel an order. You have paid for the one you wanted, and asked the seller to cancel the second.
Indeed, the seller does not have to cancel, but when he sees you bought 2 of the same thing, I am sure he will understand. Moreover, you can leave feedback. If the seller were daft enough to file an Unpaid Item dispute against you, you just might pay for the second item so as to avoid a strike. And when the items arrive, you just might find something 'wrong' with them. You would certainly be left feeling very negative about the whole ordeal.
So when the seller sends you the Request for Cancellation, - be sure to accept promptly. He wants his selling fees back. Then send him a brief note of thanks. If you want to read about how cancellations work, you can have a look at this:
http://pages.ebay.ca/help/sell/cancel-transaction-process.html
And if you want to see how Unpaid Item cases go, there is this one:
http://pages.ebay.ca/help/buy/questions/unpaid-item.html
Best of luck with it. 🙂