You should be fine as long as nothing crazy is being delivered. If you are having DBol ,Test, Anadrol, etc.... sent I would be cautious about that. But if you are having Havoc, Clomid and that type sent you are fine. They don't care about you.
Always pay with a pre paid card too, and pay for that card with cash. Friend ordered pins and he got nabbed. Nothing happened to him but he got all these letters in the mail, more of a scare tactic. It worked, he was pretty nervous.