Wow, at least there's an actual reason why yours was delayed. I'd actually feel pretty good if I knew WHY the eff mine hasn't shipped yet.
If it makes you feel any better, there are plenty of us on the forums who ordered within the first few days with expedited shipping and still haven't gotten any sort of shipping confirmation yet. And there's no apparent reason for our delays.
Like you, I'm getting more and more upset with each passing day. Cancelling my order is getting more tempting, but I can't help thinking that the day I cancel my order will be the day that they'll finally ship the damned thing to me. At least I know I'll never risk ordering from Zune Originals again.