Sorry, I don't understand what the problem is. Are you saying they have lost your parcel and then you had to go to the airport to fill out some paperwork?
I only started buying stuff from overseas last about a year ago, and never had a problem. I bought stuff from the US, UK, France and Japan in the past year, with goods delievered via various postal services (never fedex). Goods are always at my door in 10 days max. So maybe you just got unlucky.