US mail just as slow as Canada
That's odd... They're supposed to give you a date for the shipment to arrive by. It's usually a range of about 3 days. It might depend on the type of shipping you paid for: overnight (pricey), 1 day, 2 day, normal 3-5 business days (which i think is the cheapest and the longest time duration for waiting)
Do you know how many day shipping you paid for and how many days it has been so far?