You should say what country you're ordering from and what country the puzzles are going to. Also, since you aren't the one doing the shipping your options will probably be more limited.
I know Nick Baxter has some customs information and knows some of the various laws and customs import numbers for puzzles. Most of this is US-centric though.
The PAW ran into some very costly
issues with customs. One of the participants put this on the outside of the box for me and that made things go a bit smoother:
paw_customs_note.png [ 227.32 KiB | Viewed 195 times ]
You may or may not run into trouble and it will depend a lot on the size of the package, where you live, where it's coming from, and the mood of the customs official that happens to handle your package that day.