The USB stick arrived on the following Friday (via UPS), as expected. It's cool and I had it bootable with only a few minutes fiddling.
Where are the headphones?
ElectroGalaxy.com shipped the headphones on time via UPS, and UPS has claimed the address is incomplete, and couldn't deliver them. The company tried to placate me by saying they had filed a claim and I should wait 8 days for UPS to fix it. I replied saying that they need to send me a new pair via next day shipment, which have also failed to arrive.
I've sent them an email now that says "It's been a long 3 days, what's going on?", and if I don't like the answer I think I'm going to demand a full refund, and keep the headphones if they ever arrive.