1. Your transaction has not been mined yet
Transactions via blockchain technology are fast, but not instant. So it can happen that your transaction is simply not yet included into a Block.
2. You are connected to a different blockchain than Homestead
First a short explanation on how crypto currency and Blockchains are associated because this is not quite easy to grasp:
Each blockchain has its own tokens, i.e. the Bitcoin blockchain has Bitcoin, while Homestead (the main-chain of Ethereum) has Ether.
An Ethereum identity works on every type of Ethereum based blockchain, not only on Homestead.
However, a transaction always belongs to the blockchain on which it was created and sent, as well as the funds.
So if you send 10 Ether inside our test network to another identity, this identity has to be connected to the same network in order to see the funds and to spend them.
This is why you should always check whether or not you are currently connected to Homestead when you are expecting to receive ether.
If you are not connected to Homestead, simply tap 'Change Network' and then 'Connect to Main'.
3. Something went wrong with the transaction
If you are connected to Homestead but you still did not receive the expected ether, go to https://etherscan.io/ and search for your own address.
Check, if the expected transaction shows up. If it doesn't, you need to contact the sender of the transaction.