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Often it is recommended to "cross-pin" the insects before posting them. This involves pushing a sloping pin on either side of the abdomen (for large, direct-pinned specimens) or mounting stage (for staged flies). This will stop the specimen swivelling on the pin, so it will not come loose from the foam, nor will it knock into adjacent specimens. Card mounts are particularly prone to turn round on their pins and can cause alot of damage by hitting specimens that are close by.
It's also a good idea to pin some cotton wool along one edge of the tray - if any pins or specimens do come loose, they get tangled in it and will not damage other specimens.
It's also a good idea to seal the tray with a temporary lid made of clear plastic film. The allows customs officials to see inside the box, if they get suspicious, without any risk to the specimens. It also acts as a barrier to pests that might want to get at your specimens. It all takes time, but it is worth it to ensure that your specimens arrive in perfect condition. :)