So they ship it over in a container. They try and sneak it over the border and there is a chance they are going to get caught with radioactive material. Not good.
Well, they can also walk in and ship it in via container. After 9/11, I don't see these guys coming through any portals that require documentation and create a papertrail which can lead back to their accomplices.
On the other hand, I wouldn't have bet on boxcutters, either.