Linden Lab has implemented the long-awaited "Direct Delivery" system for Marketplace listings and purchases. With a few small exceptions on the merchant side of things, it appears to be working well. I found that there was one thing that wasn't entirely clear...at least, it confused me for quite a while and judging from group chat comments it confused others, too. Here's the key:
YOU HAVE TO PURCHASE A DIRECT DELIVERY ITEM TO TURN THE FUNCTION ON. Linden Lab makes this easy with their free special edition "Linden Bear" item prominently featured on the opening page of the Marketplace.
Once you purchase a Direct Delivery item, you will see a new area in your inventory window called Received Items, and Marketplace purchases will go there. For those using old style viewers, the Received Items will appear as a regular system folder in your inventory.
Merchants: You have to purchase a DD item as stated above in order to get your "Merchant Outbox" window to accept your items.
Happy buying and selling, everyone! Hopefully, this new system will prove more reliable than the old Magic Box delivery system!