I guess you could always enter your address but not your name. In case of trouble you could always argue that it was sent from/to someone else and has no connection to you.
I've seen the same tip, with one added step: don't open the package for 24-48 hours. If the package is being tracked and the police is waiting to pounce once delivery has been made, you don't want to be caught with an opened box. If unopened you can fake innocence and say you were meaning to send it back.