Juan comes up to the Mexican border on his bicycle. He's got two large bags over his shoulders. The guard stops him and says, "What's in the bags?"
"Sand," answered Juan.
The guard says, "We'll just see about that. Get off the bike." The guard detains Juan overnight and has the sand analyzed, only to discover that there is nothing but pure sand in the bags. He releases Juan and lets him cross the border.
A week later, the same thing happens. The guard asks, "What's in the bags?"
"Sand," says Juan.
The guard does his thorough examination and discovers that the bags contain nothing but sand. He gives the sand back to Juan, and Juan crosses the border on his bicycle.
This sequence of events is repeated every day for three years. Finally, Juan doesn't show up one day and the guard meets him in a Cantina in Mexico.
"Hey, Buddy," says the guard, "I know you are smuggling something. It's driving me crazy. It's all I think about...Just between you and me, what are you smuggling?"