Unfortunately I too suffered the same runaround as kiwijunglist did.
I ordered from unlocked-mobiles on Sunday (when the exchange rate was far more favourable than it is now). I got the same 'In security check status' and by Wednesday I grew impatient and asked them what the hold up was. I got no response from them and then got slapped with the 'canceled' notification. My credit card has been charged and I am waiting for the return of the funds but have had no personal contact from them.
Not good enough. Avoid.