The confirmation emails are a bit hit and miss at the best of times. If you go on the website you can look at your purchase history, if its in there you'll be fine.
email them your order number, I did and it turned out it was a problem with the tickets I had selected but they quickly sorted it
Bought my ST Yesterday. Same thing happened. Tweeted the club. Said it was no problem.
No confirmation mail for me either, however its in my purchase history.