Bricklink is a funny place. I have had so many good and really fast transactions but also had a few long ones. I had one a while back that took 6 weeks from the USA, and it was posted air mail *wacko* . The lego was posted late but i was just happy that i got it. I gave him postive feedback but all i said was "Great lego".
Unless a seller has left you feedback then it unwise to leave a negative comment as it will most likely end up the way it did with you. It is a shame BL is set up this way as a seller is supposed to leave you feedback when he posts your lego. :-/
At the end of the day i don't think there is a better way to buy parts, so sometimes you just have to put up with bad service and make sure you never go back.