If they know the item is waiting to ship, then I would wait a few weeks for it to arrive. There are multiple shipping options, and the cheapest (usually called "SAL" I think) can take 3-6 weeks and basically has to wait until there is room on a boat to bring it. If this is a problem, I would make sure you know exactly what type of shipping you're paying for before purchasing next time. EMS is usually quite expensive but the item will arrive within a few days and has full tracking. Airmail is the middle option, which takes the next available spot on a plane, arriving within 1-2 weeks.
I don't know what you paid for, but from what you've said, it sounds like you're getting the cheapest (and slowest) shipping option available.