It has been shown in evidence many times. Check the Border Patrol recors, as I will not write a huge tome here. Why are you against dsecuring America';s borders, and yes, I also mean the border with Al Qanada!
I've been following the Southern border issue very closely for a couple years and I've never seen any evidence of terrorists being caught jumping the border.
Your statement is something that one would see on certain less reputable sites. It's also the way false myths get started.
Your inability to document your claim ought to tell you it isn't true.