If it comes down to it, file a not-as-described claim with PayPal. I believe you have 45 days to do so, but you might double-check that.
After the claim is filed, if you and the seller still can't mutually resolve the problem, PayPal will have you ship the sewing machine back to the seller. It is CRITICAL that you use a tracking number or delivery confirmation number, because that's your proof that you returned it. I personally would insure the package as well.
Once PayPal has determined that the sewing machine has been returned, they should issue you a full refund. Do note that you won't get a refund for the return shipping, but you should get refunded everything you paid the seller.
What kind of feedback does the seller have? S/he may not realize that "all sales are final" doesn't mean much when it comes to buyers who pay through PayPal and/or with a credit card. You do have recourse if the seller doesn't make things right.
But I hope you're able to work things out before it comes down to having to file a claim. Hopefully it's just a simple thing. :)
Did the box have any shipping damage?