Item not useable; go thru seller or open dispute?

I purchased a bead that seller said would fit Pandora bracelets. The bead arrived but it does not fit my bracelet. The seller enclosed a note asking that I resolve any issues directly with them rather than thru Paypal but my question is this...if I do not involve Paypal, is my refund guaranted? Seller states they will refund after return of item but I also know that Paypal requires delivery confirmation for returns. I did email seller to let them know of the problem; much too early to get a reply from them but wanted your input.|||Always give the seller a chance to fix the problem before involving "the man." Seller states they will refund after return of item but I also know that Paypal requires delivery confirmation for returns. I don't understand the problem. You can get DC either way, you don't have to file with PayPal to get DC.|||Is this seriously a question? Duh! Talk to your seller.|||ALWAYS go to the seller first. If the seller asks you to return the bead, do so using Delivery confirmation. If the seller doesn't refund within a few days of receiving your return, THEN you can open your case and use the DC number to prove you have already returned it. You are safe by going to the seller first, you always have back-up with Paypal. Do keep track of the 45 day limit to making a claim.