That's true if you changed your mind, or say you ordered some clothes and they didn't fit so you wanted to send them back for a different size - some companies will pay for the shipping to send the item back, but some won't and you have to pay.
BUT if the company has made the mistake (as here with the wrong wheels), then it is *they* who have to pay to recover the wrong items, it doesn't matter if it says that you have to pay for "all" returns, that only applies to cases like the above and not if they've cocked up.
As I said, don't get fooled into paying for the return and then claiming your money back, they should be able to arrange for a courier to pick up the items, without you having to pay anything.