I posted this at XDA - because my order also is not showing the Medialink-
AT&T site had trouble with Premier preorders for the first hour or so then they fixed the site. I was struggling to get my order through and had worked with both chat and phone support to finally get the order after about an hour of effort.
Today I saw a screen cap of another persons order and it showed the Free HTC Media Link HD Wireless HDMI Adapter. My order only has the phone and the sim.
I called AT&T and they said you must not have selected to add the free accessory. I told them there was no option to do it and I have the chat record from the person walking through the order. They basically said too bad - your mistake. So I asked for a supervisor who also pushed back saying all I could do is cancel and reorder but that would move me to the back of the line.
After logically walking through the issue she offered to add a note to my account saying if the Media Link HD came back in stock within one month they would ship it to me for free but I would have to follow up to see if it is available....
So if you are on a Premier account I suggest you check your order status to see if you got the Media Link HD.