Just make one wrong turn.
Ouch. I wish they would have just swung by our house on the way through and dropped it off. It would have saved a lot of drama. I do have to say that I've seen (and taken) those exits they are talking about and some of them, you really have no option when you take them except to go to the border crossing. The big mistake he made, however, was not telling Customs and Border Patrol what was going on so they could figure something out besides taking ammunition into Mexico.