If you paid with a credit card, then "Goods Never Received" is a valid reason to dispute the charges, and one of the primary protections that your card offers. My CC company lets me do it by simply checking a box on their website. If only used it once, but it's good to know that you are protected.
Sounds like you have given them a reasonable amount of time to settle the issue already. If you are feeling generous, email them and let them know they have one week to issue your refund. If the week goes by too slow, pull that picture up for a few minutes when you get antsy!