Legality of opening mail in the recieving dept.?

I have kind of a wierd question.

In our dept now at our corporation we recieve lots of Fed-ex packages addresed to different people in the plants. Part of our job in the recieving dept is to make copies of packing lists that these packages arrive with to make a recored that we did indeed get it. However, many (i'd say 80%) of the packing lists are accually inside the package. We were instructed to open these packages even though they are not adressed to us to get these packing lists. This is a new thing for us and my first question was Is that legal? I really don't know, and my boss seems really uninterested in that question. Does anyone know if this is legal or not?