No, Davidsen is not in the US. He is in China and ships from HK.
If you are in the US, you will not have any Customs Charges, but there is always potential for customs to seize the package.
It doesn't happen often, but it is a possibility.
I should say, this is the same story with MANY (almost all) of the dealers / sites you can buy reps off of. Additionally, sites that do process Credit Cards (and not MoneyBrokers / WU like Davidsen) process your card using 'odd' locations for the actual processor - I know Andy uses Latvia... (isn't that where Dr. Doom was from?).
If you're *really* worried about it, just buy a DSN off a member.
-M