Hmmm....
I also applied for the SSCE PhD and spoke to a guy from the Office of Student Services on Tuesday, who informed me that the committee had just started to sift through applications and we wouldn't be hearing for another couple of weeks. He was really friendly and re-assuring.
Anyway, fingers crossed!
I was recommended for a full grant to the UK back in 2009, and yes - if you haven't been contacted for an interview you should be worried. Give it another month and if they don't contact you by the first week of March, I would make other plans. Fingers crossed!