Another way to donate rectangles for Warm Up America is to take them to a Stitches Expo. I've volunteered at Stitches West, and this year the booth I volunteered at (Haloes of Hope) was very close to the Warm Up America booth.
There are four Stitches Expos throughout the year in different parts of the U.S.: Atlanta, Chicago, New England (can't remember which city; sorry), and Santa Clara, CA.
Make the rectangles, gather them from friends, place them in a bag (bags?), and donate them at Stitches.
WUA does recommend finding a local agency to work with so that money isn't spent shipping squares all over the country when there is local need. This was the founder's own wish; it's not a scam or anything like that. Sadly, Ms. Evie Cohen Rosen passed away in November 2012; there's a write-up of her wonderful work in Knitter's Magazine, #110, still on the magazine racks at JoAnn's and Barnes & Noble as of two days ago.