Says no and I've also sent to MtGox and after over 24 hours they still show no balance and again when I check the code doesn't appear to be the one I entered.
I kind of figured out to ask
Next option is to load another address on one of my other PC's and try sending to myself I guess.
The transaction process seems very flawed. No real confirmation, no way to cancel.
In order not to waste your precious Bitcoins start the client with the -testnet option, that way you'll use a different network, and you'll be able to test between two testnet nodes. Just to limit your losses
Could you post the address you are sending to and the address that shows up in the transaction log?
The no-cancel is by design, the transaction being broadcast in the network we cannot guarantee that a cancel will reach an eventual block generator that includes it into its block.