According to this, you have to wait until tomorrow http://btsupport.custhelp.com/ci/fattach/get/3445634/1386322208/redirect/1
From my own recent experiences with reciving a new HH5 I would guess that your modem MAC address, which will most likely authenticate your modems rights/permissions to be on the BT Infinity WAN has not been activated at the exchange. I guess a technician will have been booked to do this at the exchange,.
You need a HH5 for Infinity.
A HH4 will only work if you also have an Openreach modem.
does your phone work?
have you tried connecting to test socket with a filter?