Has your client downloaded the latest blocks? You need about 147,735 blocks to have all the newest blocks. If you just started using a wallet or have had it offline for a long time, most likely you just have to wait until your client downloads them. Use the block explorer to find your transaction on the block chain. Or post your receiving address here and someone will help you.http://blockexplorer.com/
I haven't run the wallet in a long time. Didn't realize I didn't have all the blocks. I'm only at 13800 blocks. I guess I have quite a bit longer to wait. Thanks for the reminder.