No, you don't need to send back your refund. Once you have your refund, the money is yours. You don't need to wait for your amendment either.
However, you have to wait until you receive the first refund before you file the amendment.
After the government processes your amendment, they'll send you a check for any additional amount owed to you. This can take 3-4 months.
So if you originally received a $2,000 refund, and another $500 after amending, your total refund would be $2,500.