Thanks Doc. I got contacted by Cheaper than Dirt today, and hopefully something will get moving now. I have been considering reporting it directly to UPS, especially since it was bullets. Talked with them informally while picking up a package, but haven't formalized anything yet.
The box was clearly marked small arms ordinance, was left at front door. Got another one from them, and it was taped closed at the origin with security tape. It said 'do not accept if this tape has been cut'. Wish they would use that on all the boxes. It is quite helpful to be able to buy this stuff on the internet, and hopefully the problems can be minimized.