I live in a rural area where most folks get their mail delivered, but we don't because we live on Main Street. Our PO does NOT accept UPS or Fed Ex deliveries, so our billing and shipping addresses never match (which sometimes causes its own problems cough*PayPal*cough).
However, there is a local shipping store that WILL accept UPS or Fed Ex deliveries for people who don't want items dropped at their homes. Our version is a home-grown, small-office-in-the-locally-owned-grocery store deal, but I know there are places in nearby cities that offer this service as well. You might check it out!
Or, is there a business owner nearby you work with frequently who could take delivery for you?
It is a problem, no doubt about it. I'd wager most companies that send UPS/FedEx will not send to a PO Box, which is unfortunate but also understandable from a logistics point of view. After all, UPS and FedEx are competition with the post office/USPS ;)