Well I just got done calling them and the phone number just rang and rang and rang. So I now conclude that Bitcoin Insanity is a scam and will make sure to share my experience with everyone that I know.
I also ordered some BTC from CoinBase and it took 4 days, but they came through, unlike the Bitcoin Insanity scam.
Let this be a warning to anyone else considering ordering from the scam site know as http://www.bitcoininsanity.com/
They will steal your money quick and not respond to emails or phone calls.