What happens when they ship your product, and you're not at home?

I recently bought something online and during the day(I don't buy a lot of things online), I'm at school, my parents are at work and ya. They can't put it in my mailbox, because it's one of those ones that are really tiny and you can only put envelopes in them. So, how am I going to receive it? Are they just going to put it on my doorstep or something? What If somebody takes it?