Did you pay with your credit card using PayPal?
If so, go to PayPal and file a claim there.
If not, call your credit card issuer immediately at the 800 number on your monthly statement and ask for a chargeback for non-receipt. Get all your information ready (dates, amount, name of seller, etc...) before calling. The credit card issuer will send you a letter asking to confirm non-receipt and the amount will be refunded a few weeks later to your credit card.