Syren - there should be a place where you can check the status of your order.
I believe, usually, that this place is usually where you would track your order when it's actually being shipped, you know, at 3.05 pm your order was in Philadelphia, and so forth.
The last time I ordered something from Amazon was a while ago, and they were very prompt about sending me an email. I think the best thing to do would be to first try and find some kind of "tracking" place for your order. If there is no such place, then email a staff customer service representative. If they don't respond within a couple of days (or dangerously close to Harry Potter time) then reorder. You can always send it back.
That's my best advice, I think.
Okay, wait. I'm at amazon.com right now, and there's a tab at the top that says, "Your amazon.com." Then it says "From your shopping cart." Mine says that I don't have any items in my shopping cart, which would be right, because I don't have anything ordered. I would think that since you have something ordered, Deathly Hallows would appear in your shopping cart.
AHA!!! On the right side of the "Your amazon.com" window, under an orange heading of "Your Recent Shopping," it has a link that says, "Your open/recently shipped orders."