Opinions about ticketmaster?

The first time I ever bought tickets from ticketmaster. I got (what turned out to be the reciept) it and thought it was tickets. Needless to say, they weren't. I never got my tickets. (No, no one threw them out or anything like that.)

So whose at fault? Ticketmaster for not sending me the tickets or me, for being stupid?

Also, what do I do? Call them up and complain?

Advice is helpful!