Kindle books can only be returned early by sending the item to your Amazon account and returning it via the "Managing Your Kindle" webpage. Once the item is returned, you should be able to check it out again and have the option to pick a different format.
If you do not have an Amazon account, they can be created for free. Once you have created an Amazon account, follow this link to determine which Kindle you have. Click on the link that then best suits your device.