Yes, worry. It takes at most 5 days for FEDEX, UPS, or USPS to deliver via ground shipping. This is also including shipping across the U.S. Call the dealer and find out if it has been shipped. If it has not I would cancel the order and go somewhere else. I have been burned by this problem before and usually if it has taken this long for the dealer to send a plane out, it is either on backorder, forgotten, lost in the mail, or the guy is operating his business from his house and acting as a middle man and doesn't really care how long it takes. I had the last one happen to me and still to this day I fear that my credit card number will get out. I always order from tower hobbies and get everything I order within a weeks time.
My .02