Wine should really only be sent in the same type of containers wineries use. (Example in pictures) Remember to denote what is inside on outside to ensure compliance with any country shipping regulations. (Main concern is fire if bottles break)
DL won't charge any fees other than standard bag fees (including overweight or oversize fees). However make sure doesn't exceed maximum overweight and oversize limits. If it does than must ship as cargo.
These come in two types, those designed to be used in a box (as shown) or where the wine holding portion (the white part) forms a sufficient shipping package in its own right.
These are simple and great. Cost around $2per holder, but work well and allow shipping in any quantity and fits in any packaging.