First off, did you pay with a credit card? If it's been 60 days or less since the transaction was posted to your card, you can do a 'chargeback'. Visa has details on their site at www.visa.com.
Also, MAKE SURE YOU POST NEGATIVE FEEDBACK right away at ebay on these people if you haven't already done so. If they get enough negatives, eBay will suspend their privileges. In addition, you help other bidders to make decisions NOT to bid on their products.
Jim and I do a fair amount of buying and selling on eBay and follow the "golden rule" in both types of transactions - if we buy, we send payment promptly; if we sell, we send the product as quickly as possible (sometimes using next day delivery). As a result we have a pristine feedback record at eBay.
Do check on the chargeback right away...another good reason NOT to use checks or money orders when making auction purchases. Take care!