I think it depends on whether you have attended their "prospective weekends": if yes, then you have met with professors and you should 1) write a formal, cold letter to the dpt (I regret...), and 2) send an email to the profs you've met, saying I'm sorry, but I've chosen X program, because... (and of course the because is not: because your prgm sucks).
If you were not invited to such a weekend, I think the formal letter will do: when rejecting us, they don't explain us why...why should we?
Hope this helps