It could be that it's delayed in the post due to how busy Royal Mail are, but me personally, I would contact them and ask if one's been sent out, just to put your mind at rest. You don't want your money just stopping in the future because of them saying "you didn't respond" - when you've never actually received any contact in the first place.
Chris.
Nothing on this board constitutes legal advice - always consult a professional about specific problems