This is a question that many has pondered, and in my case, still pondering. It seems that the claim that shipping will occur "4 weeks from date of purchase" doesn't actually ring true for directsong as I ordered the GW2 soundtrack in early September and now it's late October - still no CDs. The status of my order hasn't changed to shipped either. How could it possibly take this long to get a CD ready to ship?
Well I asked this question of directsong support and this is the response I received:
There has been a hold on shipping due to manufacturing delays. We understand the inconvenience this may cause and your cooperation, patience and understanding is greatly appreciated.
We will be shipping during the next five business days. We will send you an email confirmation with a tracking number which can be used at the United States Postal Services website once your CD's have been dispatched
The Guild Wars 2 Soundtrack CD's are now arriving from manufacturing so that they can be signed by the composer.
Please allow 4-6 weeks from the order date for delivery.
So I patiently waited another 5 business days and still no change to the status of my order. No tracking number was received. Apparently the response above is quite common and several other customers have received the same message according to a GW2 Guru post. In fact, some customers have been waiting just as long as I have if not longer for their CDs to even be shipped.
While I've had no issues with directsong before apparently many others have (just check out the GW2 Guru thread I linked earlier) - to the point that they refuse to buy Jeremy Soule's music if it continues to be sold via directsong. The way things are going with this most recent purchase, I can't say I blame them.
14/11/2012 EDIT: I finally received confirmation a few days ago that my CDs have been posted and on their way. So provided they don't get lost or damaged in the mail, I will probably see them in another month. D: It seems that digital soundtracks with directsong = okay. Physical ones = mixed bag.
16/11/2012 EDIT: Yay! CDs were on my doorstep when I arrived home today. So it was actually pretty quick in terms of the mailing part - the manufacturing and signing part was the killer... be warned!