There are a multitude of reasons for Mexicans to enter the US illegally...
The US rewards bad behavior! People exploit illegal immigrants paying them pennies on the dollar. Desperate Mexicans illegally enter the country to find a way to work/make money for themselves/families. Politicians, like the criminal George Bush, was in favor of amnesty... How can you just legalize all the people who entered the country illegally while telling the law-abiding Mexicans who are waiting to enter the US to "wait their turn?" What incentive is there to come into the US legally if they will just amnesty those who cross illegally?