Most banks don't allow transactions to download until the transaction clears the bank.
To use Web Connect, you can find information her e, or contact your bank. If you need transaction history older than what the download contains, many banks will make this available on their website via Web Connect.
It's possible the transactions are in your register, but not where you thought they should be.
Review this list of reasons if the issue has only happened once, one of the situations below is the likely cause: