Well those test are pretty accurate these days but are not 100% either. I have used those tests for all 3 of my pregnancies and they were right. I used First Response when I was 16 and found out I was pregnant. However, everyone is different, I would wait another few days to a week and test again and if you still do not start then you would want to see a doctor to be sure.
Have you had any other traumatic circumstances unfold recenty that could have cause you some stress? Serious situations or change in diet/exercise can alter your cycles as well... Something to think about..
As far as the timing of when you take the HPT, you would want to get the highest traces of HCG, which is a horomone found in your urine when pregnancy is present. This is at it's most highest level and more easily detected in your first morning urine. This is the hormone that these OTC test are looking for...
Keep us posted... good luck.. and try not to freak out, it could be just that your late this month...hang in there! =)