I'm shaking my head at the 20-year-old DHL representative in Moscow. Why, I ask, is she opening an envelope full of office expenses that I am trying to send to New York? Not only is she opening every envelope, but she asks me in an accusatory tone "What's this?"

"This" is a taxi receipt from my recent trip to London for FOX.

So now I also want to ask: "What's this?"

After nine years of being posted in Moscow as a correspondent, it's the first time I have had envelopes, which are small and obviously contain only documents, scrutinized.

She replies that there are new orders from the FSB (Russian Security Service). "We need to check everything entering or leaving the country."

There seems to be a new paranoia creeping over Russia.

Another example: My FOX laptop computer has a hard-drive problem. I try to ship it to New York for maintenance and am told by the courier company that it can't be cleared. "Sorry, the FSB security services need to know there are no secrets on the hard drive."

In an election year in Moscow, it would appear anyone is a spy and everyone needs to be watched, says a U.S. Embassy spokesman.

Take for instance the demonstrations held this past weekend by opposition candidates in Moscow and St. Petersburg that drew a couple of thousand people. Hardly a threat to the Kremlin, and yet security forces descended literally on their heads, attacking people with truncheons and either hospitalizing or arresting dozens.

Strolling along the Moscow riverbank in front of the White House, (his old office), former Prime Minister Mikhail Kasyanov appears to be shaken.

Kasyanov is also an opposition candidate and narrowly escaped arrest at the weekend demonstrations when several of his bodyguards pushed back the police and were arrested themselves.

"The message is clear," he tells me. "No boundaries, no barriers, no morality. The State is prepared to do everything, anything" to suppress individuals who challenge President Putin's authority.

These are frightening times in Russia. Instead of moving toward democracy and opening up to Europe, some kind of curtain is being drawn — on individual freedoms, on political plurality. A new Iron Curtain? Let's hope not.

"Most Russians travel Europe and read the Internet and know what's happening in the world and want to be part of the world," Kasyanov notes. "We can't turn back the clock now."

Those drawing the curtain are largely made up of a former KGB fraternity that includes former KGB Colonel Vladimir Putin. Perhaps they are doing it because they think it's in the state's interest. But more likely, insiders say, they're doing it to protect their base of power from challengers at any cost.

What they need to understand is that a challenge to the way they see Russia doesn't make the challenger an enemy of the state. We all come from modern societies that believe debate and freedom of expression make the state better.

And honestly, about those expenses. Nothing to worry about, unless Moscow taxis start hearing how much London cabbies are getting away with charging their customers.

That would be a shame in Putin's Russia.