Breeding Zebra Finches?

We have two Zebra finches. We noticed one egg on 11th January and both parents were sitting on it until 25th of the month; we didn't move the cage. The female didn't have a bath during this period, but the male did. Once in a while the male was arranging the nest, so we put some cotton to the cage on 25th. They both took cotton very quickly and put it in the nest. They quickly finished arranging all of the cotton in the nest and were sitting on it. Soon we found that they had covered the eggs with cotton, buried them.

What should we do now? Should we take the eggs out? It's almost 14 days now.
A few times we saw eggs, but never hatched them before. Please reply as soon as possible as we all, at home, love them.