The first time I placed an order (XCM VGA Box), I never got it even after two months, Play-Asia guys were able to trace the package till the customs guy's, but no information after that. It was addressed to home and I guess the customs guy's simply pinched it simply because there was no means to track it.
Play Asia was however good enough to give a store credit for the value of the item. I bought MGS4 with it and this time I gave them my office address again with the free shipping option. I got the game in about 15 days. I guess the customs guy's didn't dare to pinch this time as its addressed to my office.