Hi Douglas,
I'm pretty sure the next letter will not just be a warning. Count yourself lucky that you have been given a second chance mate. I've read that a lot of people here have not been as fortunate as you.
HSA would also not be that naive if you tell them you didn't order it since its sent to your address with your name on it, especially with an order paper inside with payment details. Right?
I'm sure no one here can give you a definite answer to your question. Some will say go ahead, cause at the end of the day, you're the one that's being caught and punished, not those who supported you to do it. Some will say no, after reading so many people posting their experiences or personally having experienced it themselves.
Hope I've given you a good picture. Or an idea. My 2pence ~