We've told them to just order from websites and send to us directly and yet... they still send $40 worth of stuff in a box that cost them $60 to ship.
It's been 18 months since we moved and, honestly, the novelty has worn off for them. They send a lot less than they did in the beginning.
MIL just told us she spent a fortune shipping things to use for Christmas and the new baby and won't be doing it again. Slow learning curve for the generous grandmothers :)
Oh, also helps that we are trying to live simply (see blog in siggy) so when they ask what we'd like we say nothing with a receipt, just more Skype calls.
Which, honestly, really is the best gift for us living so far away.