First of all, how did you pay? Their payment processor for credit cards is paypal. If you used paypal or a credit card then file an item not received with paypal using the dispute feature. You can also file a dispute with your credit card. Just call the 1-800 number that should be located on the back of your card (customer service) and they will tell you what you need to do.
Heavenslittlestuff has been in business since 2004 so that's a good sign. I would continue to email them and try to open a dialog to find out what is wrong. It could be that an item was just out of stock or shipping was slow.