what to do?

Here's the deal.

Last Saturday I put a netflix movie in the mail to go out. Netflix never received it. I reported it missing and they sent me a new one.

Now, the disk they sent me AND another movie haven't made it to my house.

I've got one disk left here at the house and I'm not sure I even want to put it in the mailbox. Of course, the fact that disks have gone missing coming and going makes me pretty suspicious that it could be the mail carrier. If it is a mail carrier than it won't do any good to

You think I should do a stake-out? I could probably stay in the front room all day if I set up tonight. The mail usually comes by eleven, so I wouldn't have to wait forever. And what am I looking for?

I considered getting a PO box, but I don't know if the envelopes would fit.

Anybody have any ideas?