Discount Embroidery Supply

It's been over a month and I can't get Discount Embroidery Supply to respond to any of my communications, cancel my order, or return my money. After may telephone calls and e-mails, all they have done is show an updated web status of "shipped complete". In my opinion, this company isn't worth doing business with. I'm now worried that my credit information is in jeopardy if this company is defaulting. Note that the address they list is not their business, it is a mailbox/postal center.