I'm still waiting for a Christmas present to arrive

Hubby ordered something (I think a DVD) from Sony on 12/22. He paid extra ($3) for 2 day shipping. It is now 12/31, and I (we) are still waiting for it. He keeps looking at the website where he ordered it, and all it says is it was shipped on 12/28. He called, and he was informed that Sony is not responsible for the shipping. If there are delays, that’s just tough luck.

What should be done if we never receive it?