If you have not paid anything, its unlikely they will charge you. But...
If you have ordered on their Terms & Conditions of Sale, which you have, unless you gave them yours with your order (which obviously you did not), then if their t&c state that Non Stock Items can not be returned for refund or orders cancelled (either at all - or after a stated period of time), then they can actually sue you for the cash, because you are legally bvund to take possesion and pay.
It stops people doing what you have done, basically ordering something, which they have had to order in good faith. Then they are stuck with it for who knows how long.
If every customer did it they would close quite quickly due to lots of stock and no cash left.
The thing to do is - firstly dont say you want to try a cheaper version, just tell them that you have a problem and you can not afford to pay for them, but if your cash flow improves you will be back to purchase them. (wether you do or not)
They will hopefully be sympathetic.
Remember it only takes a company £30 to put a CCJ on you, I know, I do it to my customers who do not pay (especially £600). So dont ***** them off, you may get a jobsworth.
BTW some copied stuff doesn't fit as well as OEM parts, but some is ok, but consider before you order.