Thanks so much for responding.
The exchange is https://xnigma.com/.
The transaction ID is https://blockchain.info/tx/a72dfeaf8459b6c89b2988b4e77ad50e704290709f04bad62001e1ff4064c5a5
Any info would help as this is a bit above what I understand at the moment.
-ed
They didn't pay a transaction fee and they funded the transaction with bitcoins that they had received only 1 day earlier. This puts the transaction pretty low on the priority list for the miners. There is a chance that it will get confirmed later today, it will most likely get confirmed sometime in the next few days.
I would recommend informing them of their mistake and not using their service until they learn how to properly create transactions that will confirm quickly (such as including a transaction fee of at least 0.0001 BTC per kilobyte).