Been there (sorta)... I bought a watch from the US (mind you it was from a store) but it was stuck for over a month in customs... I really did fear there was something gone wrong - ie someone in customes stole it... It all worked out in the end, but I was pretty on edge.
I'm guessing you didn't get a tracking number. How did you pay? Paypal or wire transfer?
Check this out:
www.ic3.gov. Mind as well file a report now as it will take a few weeks for them to get back to you.