Do I have to pay the Brokerage COD from a UPS deliver right at the door or can I pay it later ?

The title says it all. Can I pay the brokerage COD later or do I HAVE to pay at the door ? Will they keep the parcel if I don't pay at the door, and just hold it at their warehouse/evil fortress of rape/rob your cutomers untill I have the money and can go get it, or will they send it back to where it came from ?