They do need to have an ORMD label on the box to be legal. Google ORMD label and you can print one off or pick it up at the UPS hub. I think they need to be placed on at least two sides of the box but not sure of that.
Don't go to a UPS store. You have to go to a UPS Hub Center. A double box is a good idea, lots of tape and the ORM-D sticker on two sides is a good idea. Ammo needs to be in boxes, no lose ammo. They say you can call for pick-up but I never tried that. Once you get your name in their system, future shipments are easier.
I would also get a copy of the buyers drivers license. Some states have funny laws about the legal age to buy ammunition. Unless you can tell their age by how they type?