I can confirm that I have experienced the same with New Lighting Direct as others. Order placed in November, numerous rounds of e-mails debating delay and then I cancelled the order in January. I sent a letter warning of final notice before legal proceedings in February (after the 30 days refund period) and was assured a refund was coming. Which of course did not. I am now proceeding with a Chargeback via my credit card company. Consumer Direct have the letter templates, but Fair Trading will not investigate unless they get significant complaints, so its important if you have received poor service/had money taken without goods being received that you report it.
UPDATE - I can confirm that my credit card company are progressing a chargeback with mastercard and the value of my order has been credited back to my card whilst the dispute is resolved. BUT be careful, there is a time limit on the chargeback service, so you must document your dispute with NLD and ensure that you have given them an opportunity to refund after cancellation, which they have 28 days to do. In my case, and others, there may well be a round of e-mails from NLD saying someone didn't get the refund right and it bounced back. Wait 5 days and your company will contact you... and so on. If you don't stay on top of this, you could find yourself time barred from getting a refund.