I dunno, man, the government firewall might catch the bits mid-flight and mangle them into, you know, some sort of an invisible call-home daemon that tracks your every move and funnels all your searches through Fox News, man! Fight the power!
1. You don't know where PcEthuaist is so which border is being crossed.
2. Given that US flyers have had issues with the TSA because their laptop only booted to a shell and not a GUI is suspicion not already high even in the USA?
3. Intercepting and changing bits was exactly what Phorm did here in the UK.
The fact that the OP orders CD rather than downloads them should always make people wonder where they are as it certainly hints at slow connections.
I believe somebody showed it was theoretically possible but I've yet to hear of a proof. It's far easier to just print the same graphics on a new CD with a different check sum. That is something I have heard off.