zeus dvd Ordered a dvd from them.Haven't recieved it and they won't respond. Internet

I ordered a movie from ZeusDVD. Three days later, I checked the site and they said the order was "Complete". They offered no tracking.  I waited almost a week and a half before sending an e-mail through their site.  I recieved no answer.Three days later I sent another e-mail. Again, no reply.  I waited another four days and sent another email telling them that I wanted a refund and that I considered the fact that they were refusing to communicate a red flag and I would be filing a complaint.I still haven't recieved the movie, a refund or an e-mail from them.