Was your Bitcoin-Qt running when the transaction was broadcast? Was it connected to peers? Was synchronization caught up?
If not, then your Bitcoin-Qt missed the initial relay of the transaction and therefore has not heard about it.
It will discover the transaction when it receives it in a block.
If your Bitcoin-Qt was running, was synchronized, and was connected to peers when the transaction was boadcast, then it should have heard about the transaction and displayed it as "unconfirmed".
I figured out the problem. It was synchronized connected and open. It was not shown as unconfirmed. Nothing was in the wallet. This was because it was sent without a fee. It had to wait in line and therefore did not show up, even as unconfirmed, in my wallet. It showed up on blockchain though. Had to wait about 5 or 6 hours to go through and show up.
If anyone else has this problem check blockchain to see if it sent with a fee.