Of course you did. The rule is that you don't pay taxes in the location you buy it, but when importing you are still subject to the duty laws of the country/state you import it into. Depending on the state you live in you may owe sales/use tax on your purchase as well. And this goes for anything, not just jewelery, though the purchase prices on most other things are low enough that one rarely exceeds the exemption level for the US customs duty.