Paid by money order, person pm'd me saying they received it...that was on 3/27 still haven't heard back from them whether or not they have sent it...but I would imagine that it's a no since they won't respond.
What are my options...besides just being out $40 and a glovebox
You need to contact the relevant authorities. Your local police, the local police wherever he or she lives, and (if the shipping was going to be through USPS) the postal inspector's office. If you have written record of the transaction, you can turn that over to them and go about it that way.
Paying for things via money order over the internet to someone that you've not ever met can be a risky thing to do. I really, really hope you can get it worked out.