1. After the coins are sent, why it took so long ?
Normally when a wager transaction includes a fee and is not "spam-like", the payout -- win or lose, will occur nearly instantaneously.
Even "spam-like" transactions (e.g., no fee paid, or low amount, like below 0.01 BTC) that have a confirmation will likely get a payout once there is a confirmation.
Win or lose, you still get a payout transaction.
Your first transaction hasn't been processed nor paid out. Numerous times in the past SatoshiDICE will have a problem and it will take a day or two to flush out these unprocessed transactions. Your first transaction falls under that category.
SatoshiDICE has a minimum bet amount of 0.01 BTC on every wager now. Both of your wagers were made for an amount below that.
Every SatoshiDICE transaction, since it started in April 2012 eventually gets a payout -- and that can be (and is) verified by a third party (doogius voluntarily does this and in the past has prodded SatoshiDICE if they overlook some and don't swing back and resolve every last one of them).
So, be patient I guess. Your wager was an amount less than two pennies worth, so hopefully it being returned late won't cause you a financial hardship.
Your second wager was processed and returned (as it too was below the minimum). The reason you might not have seen that right away is because SatoshiDICE sent the return without a fee (as it does when it returns these). And because it was such a low amount, nodes probably didn't want to relay it because it was spam-like (low amount, no fee paid). So several hours later eventually some nodes relayed it and eventually a miner picked it up and included it in a block.
If you click on the "Advanced" page, you can enter the transaction numbers to see the details for each wager. Your first one does not yet return anything because it has not been processed. The second one shows the "BELOW MINIMUM".
So, to prevent this from happening in the future, keep in mind that every wager to SatoshiDICE now has a 0.01 BTC minimum, and always include a fee (which you did, but I'm just mentioning it so that it doesn't get overlooked.)
And eventually your first 0.001 BTC wager will be returned. If it doesn't in another day or so, then maybe an inquiry to SatoshiDICE will be needed but generally these get taken care of without prodding.
