How stupid.
Usually the carrier (at least Fedex and UPS, dunno about DHL) will leave a little slip behind if you're not home that you can sign and leave on the door. When they make the next delivery attempt, the slip serves as your signature and they will collect it and leave the package behind (obviously signing the slip absolves them of any responsibility if someone steals or destroys your stuff, but unless you have experienced this before, that seems highly unlikely). Or in many cases you can pick it up yourself. I had to do that with my computer. It required an in-person signature, so I just went to the warehouse and brought it home. Usually this requires some kind of ID.
I'd call the carrier and ask what your options are. It's a hassle, isn't it?