Booked delivery with DHL but a private car turns up?

I've had a couple of incidences where the company I've bought from have booked for DHL to deliver my parcel - I was very surprised to see a private car pull up with my parcel instead of the expected large yellow delivery van. A letter was also delivered to us like this too and we were quite wary at first as to why it wasn't the postman who delivered it. Could anyone explain? Many thanks.