No More Rack Package sent to wrong state. Was told I needed to make a police report. Not cooperative at all. Internet

I questioned my order because the items were shipped on 12/4/2012 and as of today 12/12/12 I still have not received the item. The shipping website has no tracking information other than it is initiated. When I questioned this, I was told that the items were delivered and delivery information was provided to me. A few things wrong with this. The information that Customer service provided me shows delivery in Harrisburg, VA and originated in New Berlin, WI. First of all the delivery address is in INDIANA not Harrisburg, VA. and when I use the tracking information that I was sent when the package was shipped it says that it originated in Addison, IL not New Berlin, WI. I have been told by customer service that I need to file a police report and I could get an in-store credit.  Shouldn't they be doing the leg work? I am getting a run around and when I try to call nobody even answers the phone.