Have you received the coins? I've done the same mistake.
It is not a mistake! The receiving wallet is not involved in receiving the coins, that occurs on the block chain. The following scenario is perfectly all right.
1) Create an armory wallet.
2) Back up your wallet on paper
3) Create a lot of receive addresses, and request a payment from an exchange.
4) Turn off your computer.
5) Accidentally drop the computer from your seventh floor window.
6) The exchange transfers money to your receive address (so obviously it was not Gox
).
7) You go trekking in the Himalayas for six months.
8 ) Buy a new computer
9) Restore your armory wallet from backup in step 2.
10) Your money is there. It is stored in the block chain not in the wallet, the wallet just has the codes to release the bitcoins again.