Sparkler,
I used to work for Ticketmaster in their customer services department and I can explain it to you. The tickets you have bought are what they call Hard Tickets (in ticket jargon - its like another language!) Basically what that means is that the tickets are speically printed by the promoter for the event. Often they have pictures of the artist on them and security hollogrammes etc.
The other type of tickets are Soft Tickets. These are tickets that the agency can print up on the promoter's behalf, your usual theatre tickets and and ticket printed on a computor come under this bracket. These kind of tickets are posted straight away.
The difference with Hard Tickets (your ones) is that the promoter probably hasn't even designed or printed them yet. The event promoter (not the ticket agency) sets the date the tickets will go onsale. They then supply ticket agencies theri allocated tickets when they are ready and the tickets are then posted out to the customers.
As soon as they get them in they will send them, by recorded delivery so they can track then should they go astray. The seven days thing is the latest you should recieve them, obviously they should arrive far earlier!
Do remember that becasue these are Hard Tickets if you loose them thats it thier lost. Whereas the other kind of tickets can be re-preinted. So when they arrive keep them in a safe place.
If your really worried then call their customer services dept and ask them to write a letter to you confirming your booking, to set your mind at ease. I have occasionally done this for customers in the past. Such a letter would not give you admittance to any event though.
Hope that helps. Don't worry they are a really reputable company.