Because cheap imported goods can destroy local economies, your government may have import taxes on the goods you are trying to import. For most countries, importing small amounts of goods as "gifts" or "commercial samples" will be free of any import tax. Once you have larger or higher value goods, they are subject to import taxes. How and when these get paid depends a lot on your country, what is written on the package and what shipment method is used. Express couriers will usually hold your package and call you to collect any needed import tax before they deliver to you.
Here in the US the import taxes depend on the type of goods and you can check it here:
http://www.usitc.gov/tata/hts/bychapter/index.htm