I set up a group to purchase an item, and set the "To Win" to 1. I have done this before with no problems. However, this time around, it didn't work, and it ended up sniping two items and WINNING both. I have use for only one, and I really don't feel like having to sell the other one myself. Anything I can do, or do I just have to deal with it?

You did not provide any reference information so I can't check anything why it happened. The only guess is that those two auctions were too close to each other:
http://www.myibidder.com/login/faq/2/#q12

As of what you can do about it, is to contact the seller and ask to cancel one of the transactions.

Email the seller and tell him that you bought two by mistake. Most sellers will agree to cancel the transaction or adjust the invoice back to one item. The way eBay is now sellers live for positive feedback.