He asks the man to open the bag on his shoulder and show him what's inside. The man refuses, so the border patrol agent detains him and finds it just contains sand, so he lets him go the next morning.
A couple days later, the same man returns on his bike with a bag over his shoulder. He again refuses to let it be searched and is detained while the agent discovers it has only sand.
This continues on for a while until the agent sees the man at a bar one night. He comes up to him and says, "I know you're smuggling something, and it's been driving me crazy. I'm off-duty, so just between you and me, what are you sneaking across the border?"
The man replies, "Bicycles."
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