Can't really comment on if you have been burnt or 
not, however it doesn't sound too good. 

You may have some options depending on how you 
paid? (I assume you have already paid). 

If you have paid by credit card (which as they 
are a private dealer you probably didn't, so this 
is probably no help at all, except for next time) 
you can claim back the money from the credit card 
company as a false payment (as they charged you 
for goods they din't deliver), this is 
effectively theft on their part and the credit 
card companies don't look well on this sort of 
behaviour (they generally refund your money and 
then go looking for the other party).

Otherwise just keep at them....and if they don't 
come through (eventually) then name them on here 
so we all know!