The box in which you received your refill order has an attached prepaid shipping label. When you're ready to return your cylinders, use the same box from your refill order to send back the empties at your local Collect+ shop.
If you lost the box from your original refill order, you can request a new label through the Collect+ site. and use any box to send back your empties. Just make sure to please write your customer number on the Collect+ label in "Ref Box". Your customer number can be found in your account under "Order History".