Need advice of application denial

[jojlove]

I applied for U.S. Citizenship. Everything was going fine and I was waiting on my status. Today, I received mail stating that I was denied!! When I went to the office to ask why, they claimed that they had sent me a package which stated that I needed one more thing for proof in order to be accepted. The problem is, I never received that package. They said they sent it on February 6th. So, that means it's been about one week. I'm denied because I didn't get something to them in a week?! Is this legal? How long do I have to send something they need in order for me acceptance? Also, my doorman gave me all the logs of the packages they received. They didn't receive any packages from the 6th until now. Thus, I never even got the mail they sent. They have no tracking number to prove they sent it. What should I do? I really need some advice. It's not fair to deny my application because of one little thing that I wasn't even informed of!! All of my family are citizens and I've lived her since the age of 4 and have a masters and a great job!