Depends on what it was and how it was sent. I am an eBay seller and I just recently found out that sending things like videos by way of media mail (the most economical way) can take up to 2 weeks to get to it's destination. If you bought a book or video and that's how they sent it, that's the problem.
For starters - contact the seller and ask when it shipped and how. Don't come here looking for answers that you need to address with the seller. If you didn't ask the seller, you have no right to complain or leave negative feedback. If you don;t communicate the problem, how is the seller supposed to know there is one? Be a real person. Your seller is a real person. Give him the benefit of the doubt and talk to him or her.
First thing you should is contact the seller. There could be some reason for a delay. Don't leave a negative comment yet until you hear from the seller.
It doesnt take long, usually. Contact the seller, tell them that you still haven't recieved the item, and will give the item a few days this week to get there, but if you do not recieve your package by the end of this week you plan to file a dispute via Paypal and EBay....
It took my 60 pound server a week and a half to get from south-eastern Canada to here in California. Ask the seller if he/she has a tracking number you can check on.
It will probably take a couple of weeks. I would wait another week or so then contact the seller and ask for some kind of proof that they sent it. You could also ask the seller for a tracking number which will tell you exactly where the package is at.