Did you order internationally or domestic. Either way you should be fine. There's millions upon millions pieces of mail going through any given area at one time. I'm confident you'll be totally fine. However for hypothetical reasons, if for some reason you are told you need to come pick the package up. That's a red flag. Never sign for anything.

There's no reason to worry because there's nothing you can do. It's coming either way. It's very rare to have a CD. I read a few months ago that 80 million pieces of mail flow through your average postal center daily. Needle in the haystack. As long as the vendor has good stealth there should be no issues. Domestically they can't just open your package. A dog has to hit on it or they use those long pole like things to poke into the box and puncture the seal of something containing drugs. Either they'll see a substance o n the rod when pulling it out which will alert them or run the dog by it again. Good news is as long as vendor vaccum seals everything and takes the necessary steps, there not going to be able to poke through it. Nor would a dog be able to hit on it. Also remember thats only if they suspect your package which would mean there on to the vendor. Chances of grabbing your package randomly are staggeringly in your favor.

Far as international goes and customs. I don't know how they work exactly. I'd imagine it's very similar. What they usually do if they do find something is send the recipient a letter saying "Such and such was found in a package addressed to you" I've seen people get like 3 of these letters and ignore it. I would personally burn the adress after just one of those letters but that's me. It really comes down to is it enough to prosecute and most the time it isnt. There looking for the big fish and remember thats only if they even find the thing which is slim. Very slim, especially domestically.

Just kick back relax, you'll be seeing it in the mail in no time as long as the vendor actually shipped it.