Did they buy the item on eBay? If so, go to the item on your selling page and click on the drop down on the right and select mark as paid.
If the item had a postage cost attached, before marking as paid, send and invoice to the buyer changing the postage cost to $0.00. DO NOT hit recalculate. If you don't send the invoice you will be charged a fee on the postage component. If you have to send the invoice, send your buyer a message explaining why you are doing it and to ignore it.