I've only had problems getting around 1000 miles out of the 70,000+ I've gotten out of the program (the 1000 came from two separate Godiva.com orders). Both times Customer Service said they would investigate and then followed up around 3 weeks later saying there was no record of those orders but they would give me the miles as a courtesy.
As for the Dell example cited above: it seems that if a merchant in any way alters your order, then you don't get the miles because the entire purchase has to be completed through the eshopping portal. By involving Dell, eshopping probably lost its commission.