There's only one complete collection coming, and it's in a Rambaldi box, so you should be just fine. I can't imagine you couldn't cancel the Wal-Mart version if you wanted to, since it's a pre-order. Shipping from Wal-Mart is usually cheap, so there's probably no reason to change.
Just thought I'd add that Amazon had originally listed the Alias Collection with no mention of the Rambaldi artifact box also. They only updated the description within the last week or so, if I remember correctly. So, yeah, I agree that you're getting the Rambaldi set!