1 clean house
2 Throw out the letter
3 Hang up on any related calls
4 speak to no one about it
5 If contacted in person by any law enforcement agent, do not speak to them at all without a lawyer present.
Depending on the amout of gear in the package, they might have just called to see what you would say. If it was a personal amout, I think they will just keep your shit and forget about it. I might suggest a diff name/address next shipment.