My first question would be how was the package shipped? If it was shipped Priority Mail, then yes, it would seem like the package might have been lost. If it shipped Media Mail, then it very well may still be on its way. I've had some pacakges take over two weeks to get to me using media mail.
As for the post office not doing anything, they're probably right. I think the confirmation number is only checked when it's checked in and when it's dropped off.
As for Adult DVD Movies not helping you, there's a certain amount of time almost all retailers ask you to wait before shipping off a replacement package. The time varies depending on how it was shipped, and one must also factor in Thanksgiving into the timing.

