In the UK you are not being charged Import Duty on software, you are being charged VAT. Books are zero rated for VAT in the UK, so there is no additional charge when you buy them from Amazon.com and the like.
You do have to pay Import Duty in addition to VAT on some items, e.g. VCRs and camcorders with the Video In activated carry an extra 3.75% import duty. This means, for example, that if you bought a Newtek VT4 kit from outside the UK, you would pay 3.75% Import Duty + Shipping + 17.5% VAT.
Also, just because the nice UPS delivery person didn’t charge you extra when he brought the package to your door don’t assume you have managed to avoid the charges. I know FedEx usually send you an invoice later for these costs. I’ve had that happend several times…and it can be several weeks before this unwelcome bill drops through your door.
The EU have wised up on people getting software over the internet too. Electronic sellers are now being forced to add on VAT to EU buyers on their invoices. I had this happen quite recently when I bought into the LW Virtual Textures Beta program. It is strictly an electronic download, but I still got charged VAT.
One thing that is getting a bit extortionate, are trans-atlantic shipping rates regardless of the courier being used. FedEx and UPS are definitely not cheap, regular AirMail and Surface Mail are much more affordable options but they can be slow and less well insured.