Job Interview/Salary Negotiating Help?

A couple weeks ago I did a phone interview with a company. The day after a phone interview in which they asked me for a salary expection (which I gave because I feared if I didn't I wouldn't move on in the interview process) they called me again to come in for a second interview. The interview went very well. They even had the big boss come down to meet with me and ask questions. This was a Thursday. The following Tuesday they called me, I thought to make an offer, but instead they wanted to tell me that my salary expectations were too high. They did not make an offer, and it seemed like they were trying to start negotiations without an offer. They would not even tell me a range to consider...they don't do that until they make an offer. So, instead of giving another number I told them that I am very willing to negotiate because I would really like to work for them and that it's hard for me to say a number without a range, but that I wanted to make sure that the compensation package was motivating and value-based and inline with the market rate. The person then asked me how I could justify my expected increase from my last job and I said that I was moving from a non-profit to the private sector. She also told me that she received very good feedback from the managers and big boss who interviewed me. She seemed satisified with my answers about salary and that another person would be caluculating amounts based on some factors (that I don't know) and that I would hear from them in the "next day or two." It is now day 3. I am nervous because I haven't heard from them (and it's Friday) and I really want this job, but am concerned because in the past I have been underemployed and underpaid for my worth. Is this a bad sign that they haven't called? How can I negotiate without knowing their terms? Should I give them a call?