El-Magnifico, the problem most people have with illegal aliens (although some who oppose illegal immigration probably are racist rednecks) is that they break the law by jumping the fence. If that wasn't bad enough, they also refuse to learn English like all the other immigrants before them and they also have too many kids for them to feed so they end up on welfare. Besides, jumping the border and then claiming you are entitled to be here is a slap in the face to everyone who takes the time and effort to enter legally, and it takes a lot of time, effort, and patience to emigrate to this country legally.
Hold on! You mean they speak in Spanish too!? ¡Ay chihuahua! Those nasty bastards!!! What kind of subhuman speaks Spanish in the first place!?

Well, enough for now. Sorry, but I'm a bit bored and I need to have fun with something.
[/non-seriousness]
I see you have with Mexicans the same "problem" we have (mainly) with Bolivians and Paraguayans, but also with Chileans and even some Uruguayan and Brazilian ones. I know in Buenos Aires inmigrants have a bad reputation, but since Buenos Aires is already a mess for its own merits, I'm going to disregard porteños (their inhabitants) and speak of my own personal experience. So this will be heavily biased, okay?
First of all, I'm a stereotypical Argentinean middle class guy. Tall, blonde, with hazel/green eyes, I carry a French and a Basque last name and I know for sure my family has been around here for less than a century. In fact, I guess my ancestors didn't arrived here legally to begin with. So claiming I'm entitled to be here, while legally true, raises more than one eyebrow amongst Bolivians and Paraguayans who happen to be of aborigean descent and feel (with some reasons) that's a bit unfair.
Second, while the local people despises those black, fat guys who speak with a weird accent, I usually despise the local people. They are so used to a relatively comfortable life that they forget their grandfathers were exactly that: foreigners of all types and nationalities, many of them didn't spoke a word of Spanish, and in most cases, they never did. So while the inmigrants study and work hard and just go around minding their own businesses (which happens to be my definition of a good neighbor) the local ones (especially, but not exclusively the local poor) are generally the ones who steal, deceive, and live of state welfare.
So, that's the reason why I turn a blind eye for illegal inmigration here, and feel a bit of sympathy for those Mexicans.
Your situation as a country, and your personal experience, vary. Since I don't know your particular situation, but I'm still a bit bored, I'm still going to write a joke here and there. Don't take it too seriously.
EDIT: Pluralized "Bolivian" and "Paraguayan" in the fourth paragraph.