It's listed as Arabian Emirates in the drop-down menu.
No need to get bogged down in any Karama traffic. If coming from AD on Sh Zayed Rd, cross the Trade Center interchange and head towards Bur Dubai/Ruler's Court exit/underpass. Once you come out of the short tunnel thingy, stay on the right side and you should see the Post Office on your right after you cross the first signal. Turn right at the next lane, and then right again into the post office parking gate. You should park towards the back as there are more spaces and it's right next to the main building entrance for international parcel collection.
Good luck.
Just to add, there should be plenty of parking in the Post Office parking lot near the main entrance, so don't try parking on the street, and they are not very busy on the international parcel desk so shouldn't take too long.
Having said that, there is a slight chance that you might not receive the parcel but that is rare.
CP is right - you need to head down to Karama Post Office and check there.
I've just gone through the same with two packages so I can guide you on how to retreive them (if it hasn't been too long!) Your packages are usually too big to fit into a PO 'Box' so the local postal service arbitrarily decides not to deliver it. The usual system is for them to leave a paper slip/notice in your post box asking you to collect it from the Karama post office or the Jumeirah post office.
My advice would be to head down to Karama post office with all the relevant tracking numbers. As you haven't received any slip/notification in your office post box (neither did I), just head to Counter 18 (I fairly certain that's the number or just ask at reception for international parcel collection) and give them the tracking numbers. They will print out the notices for you. Then head back to the reception and get the token for the Parcel collection counter and wait for your turn. They should then take the notices and give you your packages.
If you want, you can have a look on this website as you might have some luck!
http://www.trackitonline.ru/?service=track&CCode=AE
Hope you get your packages!