I think you should be able to cancel their bid as long as the auction isn't in its final hours.
Then you can delete the ad.
It's been a long while since I sold but it never used to be hard to delete the ads, I think you may need to go into your settings and account and just browse there, see if you can find the place to edit/delete etc.
Someone who is a current seller might be able to give you more explicit help.
If I were you though, I'd get onto it immediately as if the auction finishes with a 'sale', you'll still be up for ebay fees, whether you sold to someone off ebay or not.
