the dude filled out the forms to take his gun out of the USA, and then stepped across the border and asked to fill out the forms to bring his gun with him, which he had already just done. he is a dipshit. you must get the permit to bring your gun across BEFORE crossing the border. not after. he essentially walked up the the federales and said "i'm a dumbass, please throw me in a filthy mexican prison for a couple years, thanks!"
for most americans, visiting mexico is as simple as walking across from san diego to tijuana. getting back can sometimes be a problem, particularly if you look a little mexican. some cats get their papers checked,, but they have never stopped me, and i look mexican as fuck when i got my summer brown on.
shit, i didnt even get stopped when i crossed back to the US with a passed out mexican over my shoulder. funny thing is, he had stpoidly forgot to bring his ID. if he had walked across the border he would have been stopped and sent back to mexico. but i guess getting carried back drunk off your ass is evidence of US citizenship.\
Protip: do not drive a car into mexico. it will be stolen, stripped for parts and vanish forever. also most auto theft insurance policies do not cover your car in mexico. you gotta pay extra to take your car into the automotive bermuda triangle.
If you have an ugly car with nothing particularly valuable in it you'll be fine. If it's kind of nice park it in a paid parking lot. If it is a nice truck, the local cops (not the federales) will steal it, especially the ones in Rosarito. Then they will put it up on Craigslist and when you buy it from some average Mexican, you will get pulled over for being in a stolen truck.
If you speak good Spanish, don't act like a dick and give tips when appropriate you'll have fun. If you're there often, people will start to remember you. Once they remember you, they don't bug you or try to get you to go into clubs or hand you flyers or anything. There are plenty of nice vehicles in Mexico and a lot of them have US plates, but the cops will be watching you. The Rats (like street hustlers) in the tourist areas are scouts for cartels and most of the cartel members are local cops (not federales) in what ever turf they operate in. They have a full arsenal of scams and they will immediately tell the cops if you buy their drugs, who will then illicit a bribe, confiscate the drugs and give it back to the rat along with a commission. If you can't pay a bribe, you shouldn't have been a gringo buying drugs in a border town from the rats. If a cop with out a uniform is willing to spend any time on you, I feel sorry for you.
If they see you around a lot and you're never on their radar you can get kind of complacent (drunk) but even then you shouldn't let your guard down, some opportunistic hustler will eat you alive. Think like the movie Tombstone or Wyatt Earp. In fact, that is a perfect analogy, it is like the wild west in many ways. Don't buy drugs from the Rats, if you must have drugs, ask a hooker and don't be a cheapo. There is a certain order and they aren't stupid enough to completely ruin the money that tourism still brings in. Don't fucking piss outside in public either. Soldiers are basically federal cops too and have much more authority than soldiers in the US. Once they remember your face, they ignore you just like the cartels who run local authority. For example, once you have been through a military checkpoint (you won't see any until you get south of Rosarito) enough times that they all remember you, you will never get stopped unless they get a new guy at the post. If they do stop you, they just want to know if you have guns or drugs.
Just to reiterate, the federales are not corrupt in the way that local cops might be. If they are corrupt, they are even more rigid about following protocol. Don't fuck around if they pull you over, be polite. Don't offer a bribe and if they are searching your vehicle, you better pray they don't find shit. Local cops, you can hand em a 20 dollar bill instead of ID, unless it feels semi serious, then hand em a 50.
If you venture forth into the parts of town that are not particularly touristy, you will see that it is just like any place, kind of nice too in some parts, well developed and civilized. The malls and stores are modern and sell the same types of shit you are used to buying in the US and a lot of people speak English. They also speak Spanish and they can tell from a mile away if you are completely foreign and will talk shit about you in Spanish right in your presence.