First, resume normal breathing. In with the good air, out with the bad. You probably have a copy of the confirmation email, right? I'd check and see if it says something about the mags having a 10-round capacity, and print it. If it doesn't say that, send the company an email. The idea is you want some sort of proof that you made a good faith attempt to purchase a legal magazine, and there was a mixup, so if you don't have that invoice, send them a WTF email about why they sent you the wrong product. Then I'd call the various sundry gun stores and ask what they charge to pin a magazine. Keep it disassembled, take it to the gun shop, get it back properly pinned and fully assembled, enjoy new magazine. The other option would be to send it back and demand that the shipper replace it with the proper magazine. Up to you. And no, I wouldn't destroy the magazine or go make a confession-you're the victim of someone else's mistake that's not hurting anyone.
I am not a lawyer--legal eagles, feel free to chime in and chastise me if I'm giving bad advice. This is only what I would do if I were in your shoes.