BenDiesel/Warm Woolly Sheep (WTF?!?! two usernames?!?!?!): I feel your pain man, but sometimes mistakes happen. I assume that you have no shipping info on the realhotstuff website under your account? If your item still hasn't shipped and your order number is less than 5160 (don't know the cuttoff number, but that was very close to my order number) then I would POLITELY contact realhotstuff.
If there was a mistake and you present yourself in a calm and collected manner there is a very good chance they can work with. For example they may refund your shipping costs or offer some other discount. I would just shoot them a nice email stating your concerns, possibly reference this thread to let them know you understand that orders placed after yours have already shipped/been received. Then simply ask what they can do for you, you may want to ask if they will refund your shipping here, but I would get pushy or demand anything. Remember you want realhotstuff to want to make you a happy customer, if you get mean/nasty/short/demanding they will most likely not want to help. Most companies realize how important customer satisfaction is when doing business online as it is EASY to spread information about bad vendors, so if there was a mistake I am sure they will be willing to help.
Good luck and remember it is just a game... nothing to get upset over