PHOENIX — Lilia Romo will tell you plainly: She didn't ask for this fight, but now that the immigration war has been declared in this politically conservative state, the confident 24-year-old says she intends to win it. Romo was brought to the U.S. from Mexico by people her mother hired 20 years ago. All she recalls about the adventure is that the man who drove her illicitly across the border plied her and her two cousins with candy to keep them quiet.