Personally I would have went straight to the Post Office and kindly asked who/why they defaced your mail with a nasty note!!
I disagree with the other posters that say to put your home address on line one and your PO Box # on line two since the PO Box is not located at your home address and therefore is a conflicting mailing address. Also, some sweeps seem to ignore the second address line (in your case your PO Box #) when you win things they simply address the letter/package to only the line one address (your home street address)which won't solve your problem. As an example, I live in an apartment complex so I have to put my apartment number on line two. I have noticed receiving some wins where they have only used my street address ( line one) but disregarded my apartment number (address line two). Luckily my carrier knows me, which apartment I live, and still delivers.
I would enter Sweeps/ Instant Wins with only your PO Box number and accept that fact that you will not be able to enter some because they do not accept PO Boxes (some even say it in their rules).
Another option may be to use your Post Offices physical street address then include your PO Box number on address line two. I would ask your PO if it's okay ahead of time.