They usually ship within 2-3 business days if they have an item in stock. Several people on this Board--including me--ordered that set from them within the past week, and have either already received it or have been notified it shipped. If you don't see that it shipped by Monday, you can send them an email from the same page of their site that shows the status, and ask when it will ship. Sometimes it takes a couple of tries to get a response out of them. If you can wait, I'd give it a bit longer before cancelling, because it seems that they do have these sets (or access to them) and are shipping them, and you can't beat the price. FWIW.
Edit: I just checked and they're showing that they have 8 or 9 in stock, so I bet yours will ship soon.