i had ordered some dvds from Amazon.ca and was charged correctly for them and the dvds were delivered to me and my credit card company showed the charge correctly.
Later on i found out that there was a refund credited to me by my credit card company and even though i had never asked for a refund from Amazon.ca , nor had i emailed amazon.ca asking for a refund , i was surprised to see this refund on my credit card.
I am just confused and am wondering what do it do?

Call them up immediately and demand that they remove the credited amount from your card.

I think depend on how much they refunded to your credit card. If it's a tiny amount, then I say forget it. Because it'll probably cost them more money if you call them us and waste their time to change back. On the other hand, if it's an unusually large sum of money, you might want to call back and get it straighten out. At least that's what I would do if I were in your situation.