Jose arrives at the Mexican border on his bike with 2 huge bags over his shoulders. The guard stops him and asks: "What's in the bags?"
"Senior, It's only sand." replies Jose.
"Sand??? Well, we'll just see about that - get off the bike!"
The guard takes the bags, rips them open, empties them out and finds nothing in them...except sand. Detaining Jose overnight, the sand is analysed, but only to discover it is in fact simply sand.
Jose is released, the sand is put into new bags and placed on Jose's shoulders, and he is let across the border.
Next day, same thing happens. The guard asks: "What you got there?"
"Sand," says Jose.
A thorough examination of the bags again shows there to be nothing but sand, and subsequently Jose is allowed to ride across the border.
For a whole year this continues until one day Jose doesn't show up, and the guard discovers him in a Cantina in Mexico.
"Hey, Bud," says the guard, "I know you're smuggling something. For a year it's driven me crazy. It's all I can think about... I can't get sleep, the kids are getting neglected...heck, even the dog senses I'm beginning to lose it! Between you and me, just what are you smuggling?"
Jose sips his beer, smiles and replies: "Bicycles..."