I'm not going to offer a refund
Why are you not going to offer a refund?
Because they are being a jerk.
If they didn't get what they expected then they deserve a refund. It's against the law to think otherwise.
I don't care what's legal and what's not.
It is not good business practice to refuse a refund. Although the guy may not be acting maturely, just realize that treating the customer right will give other customers down the line confidence that you will treat them right.