What is it with DHL?

We need to file this away so we know what shipping method to select the next time we shop online...

We're awaiting a hard drive upgrade in the mail. We wanted to get it in before the wedding this weekend so we paid for 2-day express delivery and it was due to arrive Thursday via DHL. At the end of the day, it hadn't arrived so we called and they assured us it was enroute with the carrier and would arrive that day. We made special arrangements to wait around and finally at 7pm called again and they said that it had been delivered to the US Postal Service much earlier in the day and that because Colorado Springs (population 500K) is considered a 'rural' area, they give it to the Post Office! They assured me that the post office would deliver it for them the very next day. Well, here we are and the mail has come and gone and still no delivery. This is frustrating.

The funny part to all this is that we had ordered two other items on the same Tuesday and one arrived via FedEx on Thursday early afternoon and the other arrived via UPS mid-afternoon with no problems. So what is it with DHL?

UPDATE - After telling us now that the Post Office was going to deliver the package 'sometime', a uniformed DHL guy comes to the door tonight to deliver it. Maybe they are just as confused as we are. Oh well, at least we have our stuff...even though it's a day late.