Alas, that's what I feared - I've been through the packaging time and time again and so far, no scroll and no extra baggy for it to be in. I'm guessing that it was accidentally excluded at the factory; such is life. Well, off to my proxy I go... In the interim; thanks to the both of you for the swift reply, and to Canthros especially for the warm welcome.

Edit: A quick follow-up - talked to my proxy, my proxy talked to Konami, and they are mailing out a replacement scroll. So kudos to Konami's customer service on this one.