You should have gone to gameplay.co.uk, play.com are notorious for their slow despatch policy. Look at the terms and conditions, something about 3-5 working days for software etc to arrive.
Try gameplay.co.uk next time, as they have always managed to get pre-ordered games to me, a day BEFORE the actual release date. Play.com are based in the Channel Islands, hence the long waiting times for games to arrive. I don't know why the don't offer Special Delivery, or use an overnight courier service. Hmmm... come to think of it, maybe some games are cheaper there because one isn't charged VAT??
Either way, I've seen many complaints about the slow delivery from play.com. It's 'swings and roundabouts' really, you've saved about ten quid though...