What Should I Do?

Wait until the week is over. Just be patient.

http://www.steamgifts.com/about/faq

If I win a gift, when can I expect to receive it?

• Giveaway creators are allowed one week to send the gift after the giveaway has ended. Depending on the type of gift and the giveaway creator, you might receive the gift to the e-mail address you have listed on the account page, a key might be added beside the gift you won, or the giveaway creator might have sent you a friend request on Steam to make the exchange. Please remain patient, and do not contact the giveaway creator during this time. If the gift is not received after one week, you can mark the gift as not received, and attempt to contact the giveaway creator on Steam to follow-up.

Wait, meanwhile ... u can smell my paw :3

You should wait until a week has passed before doing anything.

Alright. I was just checking to see what you thought. I have no problem waiting a week.

Did you check on the Won page if the game key is already there?

http://www.steamgifts.com/giveaways/won

Wait one week. If the giveaway creator has not given you the key (or gift) by then, mark it "not received." That usually gets his or her attention. )

Sometimes the key is added on the won page some days after you win, i have tried that.

Like the others mention, wait one week. Seems fishy though, have you tried to contact the creator?

I noticed that some folks just love to wait a whole week to send out gifts :P