Just to let everyone know. I tried to order some Foam from McMaster last night and got this response:

Thank you for sending us this order. Due to the ever-increasing complexity of U.S. Export regulations, McMaster-Carr has decided to only accept orders from a few, long-established customers of ours overseas. We cannot accept your order, and regret any inconvenience this causes you.

it seems fairly possible that McMaster have become certified participants of "C-TPAT", the "Customs-Trade Partnership against Terrorism".
This programme is part of the US security initiative and requires companys to comply with certain general security measures when doing business with foreign countries. As an incentive for participation a company obtains certain simplifications on their customs procedures and fewer spot tests by US customs.
(BTW...the European Union has set up a similar programme called "Authorised Economic Operator".)

I got put off by Rally Design recently with a response about liabilities and legal systems, they have ceased exports to the US. I guess it's getting too complicated.