If you have problems with a trade you should start a dispute.
Your Bitcoins are held safe in escrow throughout the dispute. You'll receive a notification via e-mail when a support agent has reviewed your dispute and contacted you through the trade chat.
If you're buying Bitcoins, be sure to attach proof of payment (e.g. a screenshot or a photograph of the receipt) to the disputed trade to speed up the process.
A support agent will contact you after 1-3 hours (up to 12 hours on weekends) after starting the dispute, most disputes are resolved after one to two work days.