Thank-you all for your comments. It has been useful to me as I prepare to move forward. So far this is what I have done.

1) Called the local sherrif's department. They took a verbal report over the phone, but will not investigate this as they consider it unattended property left outside at your own risk. Basically, their feeling is no big deal, happens all the time, if they investigated this type of theft then they would not be able to do anything else.

2) Called UPS. UPS says call the shipper. They delivered the package and as far as they are concerned they are done. Will try to call the store on Monday.

3) Not even going to bother with the homeowners insurance. my deductable is more than the cost of the carpet, and it would be an excluded item from coverage. The exclusion basically states that property must be protected at all times, if the property is left unattended (i.e. outside by the front door) then there is no coverage.

4) Sent an email to Amex asking them how they would like to handle the situation. The charge is legit (i made the charge and the seller completed there end of the deal). Will see what Amex has to say about this.

Again thanks to all for your comments. if anyone has any other ideas please let me know