i'm sorry to hear about this! i've ordered from them MANY times and never had a problem. i've ordered all my adult crested gecko caging and lots of supplies and other goods from them. it takes slightly longer than some other places but we're talking like 10 days max.
i've always gotten confirmation e-mails and i think i get tracking information when the order ships too (not certain on that, as it's been a little while since i ordered anything).
something must have gone wrong with your order...is there a phone number on their site? that might be your best bet at this point.
EDIT: found a number on their site: 818 576 1508.