Haven't heard of them, but being that they are in Arizona it may be that they have sent but its somewhere on its way.
Its a bit odd that they are contacting you as if it has been sent and they haven't taken payment.
How did you pay? If by PayPal then note that they keep promoting 'buy now, pay after delivery', giving you a couple of weeks PayPal credit. If so then the payment will have gone through but PayPal won't have charged you yet