"Right there in the border, there is one million persons, people crossing every day . .
Correct me if I'm wrong, but I don't think Mexicans need a visa to make short tourist trips into the US. Thus if they cross the border at a legal check point and go through the proper procedure, they aren't "illegal Mexican shoppers" unless they overstay their visit.
Maybe El Presidente Fox means the Mexican shoppers are actually coming here to shoplift.
they do need a visa, one called a Border Crossing Card. It allows them to visit areas within 25 miles of the border, and they can stay in that area for 30 days in a row before they have to go back to Mexico. If they pay $6, they get a permit which allows them to travel nationwide and stay for several months. It allows for unlimited crossing privileges, and has a 10-year duration. This is the card that most "legal" (those who crossed legally, but overstayed) illegals have, and 11 million of them have been issued over the last 10 years to Mexicans.