To update your default address, head on over to the Account Settings Page. From there, you'll want to click "Edit" under "Shipping Address":

Your address information will expand, and allow you to make changes to name, address, state, zipcode, and phone number. Sorry- no PO Boxes.

Scroll down to the bottom of your address book and find the + Add Shipping Address button.

You can then click the Save & Use button to change your default address - and don't forget to leave a brief note for the delivery carrier about where to leave your box!