A man named Juan comes up to the Mexican border on his bicycle with two
large bags over his shoulders.

The guard stops him and asks, "What's in
the bags?"

"Sand," answers Juan to which the guard replies,
"We'll just see about that..."

The guard takes the bags, rips them apart, empties them out and finds
nothing but sand.

He detains Juan overnight and has the sand analyzed,
but discovers that it really is nothing but pure sand.

Finally, the guard
releases Juan, puts the sand into new bags, hefts them onto the man's shoulders
and lets him cross the border.

A week later, the
same thing happens -- Juan approaches the border on his bicycle with
two bags of sand.

The guard asks him, "What have you got?"
and Juan replies, "Sand."

Again the guard does a thorough examination and discovers that the bags
contain nothing but sand.

He gives the sand back to Juan, who crosses the
border.

This sequence is repeated every day for several months until finally
the guard is sitting in a
Cantina in Mexico and Juan walks in.
"Hey, Buddy," says the guard to Juan, "I know you're smuggling something...
It's been driving me crazy. It's all I think about! I can't sleep. Just
between you and me, what are you smuggling?"...
...

Juan sips his beer and says, "Bicycles."...