If you wait for over a week (7 business days) and your package is still not with you, you may need to ring up the customer service helpline of the company you purchased the item from for information and assistance on what to do next. You may be advised to ring up customs, in which case you should ask them about whether or not a package in your name has arrived at the depot recently. If they deny knowledge of such a package, you should think about lodging a complaint to the supplier of the item, who may give you a replacement or at least a refund for your attempted purchase.
There is always a small chance that a package delivered from abroad could get lost or hijacked in transit before it reaches you, and this is exactly why you should pay a premium for a recorded delivery service whenever the option is available to you. This additional feature for when buying in shipped goods means that your delivery is recorded with the company and customs center responsible for passing the package onto the US mail service. If, for any reason, the package ordered fails to arrive at its destination, proof of recorded delivery can be issued to guarantee you get a replacement or refund for your efforts.