never turned up, no refund

I've never bothered writing a review before but i've been so badly treated by candlesontheweb.co.uk with no recourse i felt i had to:

Very simple really, we ordered christmas tree candle holders for christmas (2011), they didn't turn up (so obviously nothing was signed for, their records will show that). we told them, and they said there was nothing they could do.

We considered going through small claims court but it would cost more than the £10 lost. Completely indefensible, just go elsewhere for your candles.