Because Crucial has to ship the memory modules directly to you, each module has to be carefully packed to ensure that it reaches you in tip-top condition. If you have purchased anything from the Internet before, you will know just how important packaging is. It's not surprising to receive a badly beaten up package, even from top courier companies.
Open the package up and you will see an installation guide and two pieces of pink sponge sandwiching the memory module. The sponges and the hard cardboard box will protect the DIMM from rather substantial physical damage. Short of the box getting squashed by a steamroller, the DIMM should reach you in perfect condition.
To prevent electrostatic damage, the memory module was kept in a small anti-static plastic bag.