I went to the Zappos.com web site (www.zappos.com), clicked on "return" and easily printed out a pre-paid UPS shipping voucher (RMA), and returned the shoes. This was the easiest return I've ever made!
At this point, I was willing to say "New Balance screwed up, and Zappos.com and I got caught by it". I had let Zappos.com know what happened when I asked for the RMA, and thought this was the end of it. (I checked my credit card shortly afterward, and noticed that the cost had been credited back to my account in a timely manner.)
This morning, I received a call from customer service at Zappos.com ... they apologized for the problem, and let me know that they were ordering more of the shoes that I wanted (in my size), and that they'd email me when they arrived. Then, they said "and we've emailed you a $40 coupon" (good within the next 90 days).
Quite nice, and much better than most stores!