I too received unsolicited items. If they were to include postage paid return lables with the items, you can certainly send them back. However, the return is at your cost. I refuse to return any items they send without prepaid return posteage.
An old law professor I had used this example for such scams. Let's say someone sends you an elephant with the instructions, return it to X Company or pay $1, 000, 0000. My professor said do you think you would be required to return it? No. Let it roam around and cause all kinds of damage for X Company to repay. If you did not order it, keep it for free or let X Company deal with the consequences.
Good for you for reporting them to your state's attorney general.