The real trick is taking it on the bus/subway without anyone hearing it :-)
That wasn’t an issue. We lived in Phoenix at the time and they were forever relocating my office so it was nothing unusual to see me carting big boxes of stuff around. The fact that I’m boring and that no one was the least bit interested in my job was an additional benefit. Sometimes I think I missed my calling (cat burglar).
Oops—I meant to add that Phoenix is big and flat so I drove to work.