The instructions for skilled worker say to send it to Sydney, see http://www.cic.gc.ca/english/immigrate/skilled/apply-how.asp#step5 and http://www.cic.gc.ca/english/information/applications/guides/EG76.asp
The address you should have used for a courier services on on that last link and it's:
Citizenship and Immigration Canada
Federal Skilled Worker
Centralized Intake Office
196 George Street
Sydney, NS
B1P 1J3
Canada
Sydney is not in Halifax, there are about 400km between them, see http://maps.google.com/maps?f=d&source=s_d&saddr=Halifax,+NS,+Canada&daddr=196+George+Street,+Sydney+NS&hl=en&geocode=FWQ_qQIdwvE1_A%3B&mra=ls&sll=45.39452,-61.89738&sspn=1.893927,4.938354&ie=UTF8&t=h&z=8
DHL probably just lists it as delivered to Halifax because it's been delivered to their processing centre in Halifax. You should call them and ask.