I think this is the wrong message to be giving illegal immigrants (emphasis mine):

The world's busiest border crossing reopened early Friday following a nine-hour closure that occurred after federal authorities shot and killed the driver of a sport utility vehicle headed for Mexico, officials said.
...
U.S. Customs and Border Protection agents began following the black SUV after somebody reported seeing it pick up suspected illegal immigrants near the U.S. side of the Otay Mesa border crossing, said Lt. Kevin Rooney of San Diego Police Department.

As traffic backed up near the border, the vehicle stopped on the shoulder. When agents approached and tried to get the driver to step out of the SUV, the suspect "began to drive off and he veered hard to the left, trying to get back in traffic," Rooney said. Two agents then opened fire, he said.

Great, so now illegals will be more afraid to leave the United States than they are of coming here in the first place. Note to INS agents. If you see a vehicle pick up illegal immigrants and try to take them back to Mexico, don't shoot them. Give them an escort to the border, send them to the head of the line, then thank them for leaving when they cross.