It might have been held by customs for some time and then released. If you received a notice about delivery I wouldn't worry too much as its already passed through customs at that point. Otherwise you'd be getting the infamous U.S. Customs seizure notice.

I'd say you have little to loose by picking it up. In the unlikely event they start asking questions when you get there, just play stupid like you don't know what it is but you have friends oversees who may have sent you something. My guess you'll have no problems, however.