Typically no. Let's say you spent hours drawing something for someone, and all costs for time/effort/shipping/handling comes to $50 only for them to get it and demand a refund. Would you give it to them?
I always offer a refund to anyone who is not pleased with the effectiveness of my files. That's just good policy. Can only be done when it's through my site, though.
I wish there could be some quality control to prevent really bad files on WMM, but I don't see much method to make that happen. Use the vote feature on the file so that other people will know not to use it.