I shipped an illegal item! What shoudl I do? (cell phone jammer)?

I accidently shipped a cell phone jammer to a customer in the United States. I tried to cancel it, but my supplier says it shipped today via EMS. Is there anyway I can cancel this and stop it from making it here? I have already refunded the customer via paypal. How much trouble will I get into if I cant stop this package from reaching the states?