Personally I would have left the courier to pick it up as it would have most likely been one commissioned by HP + would have come with an appropriate box etc.
At work we have returned one or two in the past year or so (of the 200 or so we have purchased over that time) and found the service to by excellent - ours were shipped to Poland for repair + returned in immaculate condition and very quickly.
We did have an on-site engineer - they sent us a drag queen (no, really) and he/she was just as efficient and professional.
Of course, the Dell engineers are way better. I know, 'cause I used to be one
