Sorry, it's not supposed to do that. Try the links on this page instead --
http://www.dianeduane.com/shop/index...age=page&id=22
I had the same problem with free orders earlier - they had to sort my order manually, but I assumed they'd fixed it now. (The link above goes through Boxee instead of their own site, so I suspect they're at least vaguely aware that this is still a problem).
I hope it doesn't put anyone off making paid orders. Those seem to be working now, and if they fail, you can just do the same as I did the first time round. Contact them using the form (see e.g. pdurants link); they will verify the payment manually & email you the desired file.