On the Orders page found under Account, you have all your orders.
If the order hasn't yet been shipped by the Supplier (it should have the status 'On Hold' or 'To Be Shipped') you have the option to cancel it.
How to do that? First, find the order you want to cancel, and on the other side of it click on the ACTIONS button, then on CANCEL.
You need to confirm your choice and that's how to cancel an order.
Simple, right?