I agree. You should get a confirmation of the order immediately. Shipping can sometimes take a day or two, even slower for some lame operations.
You might check your credit card. It's possible your order simply was not finalized on the web site. That has happened to me before, where there was a glitch and I had no order. My credit cards will show all pending charges. If they've placed a charge on the card, that means they have at least received your order.