I recently wrote about the small claims procedure in the Irish District Court. Of course, this procedure might be of no use to the Dan Brown fan buying his latest oeuvre online from England or the oenophile stocking up on crates of touraine while on holiday in France.
Not to worry, Regulation 861/2007 established a European Small Claims Procedure applicable to all EU Member States (except Denmark) which will be of use to a lot of such people. A guide to using the procedure has been published in the UK (via Out Law) and the European Commission has a simple guide, available here.
Note: Anyone buying goods or services online as a consumer should familiarise themselves with their rights (including to a cooling off period during which an order can be cancelled). If the vendor does not properly inform you of your rights, the law is usually on your side in the event of a problem.
The Citizens Information website has the relevant information here.