hey, just thought of one other thing as well.. did you look around on your porch, if you have one of course, or behind the bushes or anything like that by any chance??
like i said, i've never ordreed from there before, so i'm not sure what they're packages look like, don't want to know either, lol, but sometimes if something doesn't fit in the mail box, the mail men / women, will leave it somewhere they think is safe and that you'll find..
maybe ask the mail man about it as well.. just be nice and say you've been waiting on a package that's not been delivered, have you seen it by any chance?? wouldn't hurt imvho..