If you're just ordering one light.. probably nothing to worry about. If you're ordering 10x600.. then probably not.
Why take the chance, sure the risk is low but it does exsist. You live in NYC and there are plenty of grow spots near the city. Borrow a non-growing friends car and pay cash. Or if you want to order something have it shipped to a shipping depot (Whoever you are dealing with can give you info). Some years back there was a giant bust called "Operation Green Merchant" which used the adress obtained from hydro supliers to generate a list of busts. Why chance it? It's only a little extra hassle that could save your life, especally the way they are cracking down on growing in NY of late.
oh shit didnt notice you were in NY.. christ worms way is around there, as is harvest moon and MANY others. Drive ur ass there