You might have mentioned this already, but what shipping method did you choose? If you paid for surface, then I can understand a four week delivery time. . . . But for anything else--crazy! US Customs is pretty snappy. I've never had to wait longer than a week for something shipped via airmail from Europe. (That's Europe to east coast USA via airmail and then off to California via USPS first class mail.) Stuff from the UK sometimes pops up in three to four days.
Trev