Not if you have your name on them on the box, I take a few different ones and find its a ball ache to take the boxes so just cut out the prescription print off out the boxes and take the strips of meds in a zip bag with the bits I cut out with them. Always do this going abroad too, never once had to show em though. Think these guidelines are more saying don't bring a massive unmarked tub of little pills and say they are for your hay fever!
Edit:Just beat me to it above, works too but my chemist keeps my counter foil to re order I think, or loose it, bin it anyway. So if you aren't picking up your prescription before Glastonbury just do the box cutting trick.