Yes, I do this pretty much every trip and it's never been a problem. If the resort you are staying in has a convention centre they are the ones that will hold the package for you, and they may charge you a couple of dollars handling fee. Just something to be aware of. At resorts that don't have a convention centre attached, your items are stored in the area behind reception, and you are not charged.
I usually try to time the order so that my items will be delivered a day or two before I arrive, just in case of delays. I also make sure that I include my reservation number and arrival date in the address.
Hope that helps.
Charlotte