To be carrying it, just where do you think that the mosquito picks it up in the first place? Mosquitoes don't create the Denque; they can only pick it up from someone who's infected. While most of those folks with it are south of the border, many of them are crossing the border illegally without any health screening.
Q. Where can outbreaks of dengue occur?
A.Outbreaks of dengue occur primarily in areas where Ae. aegypti (sometimes also Ae. albopictus) mosquitoes live. This includes most tropical urban areas of the world. Dengue viruses may be introduced into areas by travelers who become infected while visiting other areas of the tropics where dengue commonly exists.
http://www.cdc.gov/dengue/fAQFacts/index.html
Source, please?