engine - 3:26 pm on Jan 16, 2013 (gmt 0)
oliondor is correct, it should be in your T&Cs that your customer agreed to when they ordered from you.
Threatening legal action is a complete overreaction, imho. Often there's no reasoning with such individuals and their threat is unlikely to amount to much beyond being a pain to deal with.
Quote your T&Cs to them, and explain the order will be delivered at a later date, giving them the choice to leave the order on, or to cancel the order.