Paul,
Did you order from a company or individual? Find out all the shipping information you can. If the item was insured, there should be records. If you don't receive it in what you consider to be a reasonable time, file a claim with the carrier. Some times they can find a package pretty fast when a claim is filed against them! Did you pay by personal check? If so, has it been cashed? If not, you could put a hold on it. This usually shakes up the sender! Is it coming from outside of the country? If so, it could be held up at customs and this can really take a long time. Just some thoughts. Keep us informed.
Peter