somewhere i read that it was a diseases and bloated pig or raccoon, i forgot what the disease or chemical was, but it made a lot more sense than a monster or alien.
You have a point, but what if Mexicans had animals like those and killed and made them float to U.S.? That's probably a sign telling how much Mexicans hate Americans. They plaque America with those animals so the disease can spread.
So basically, I think the mexicans kill an animal, they make it drift to America (New York to be exact) making Mexicos swine flu eventually infect New York. The way of spreading disease like this was used in medieval times like launching a dead cow into a castle.
If you look at the map here http://maps.google.com/maps?hl=en&tab=wl And zoom into the area in New York. There are infections around the border.