A young man comes up to the border on his bicycle. He has two large bags over his shoulders. The border guard stops him and says, "What's in the bags?"
"Sand," answers the young man.
The guard is a bit skeptical and asks the young man to turn over the bags for inspection. The guard empties the bags, but finds nothing in them but sand. He detains the young man overnight and has the sand analyzed, only to discover that there is nothing but pure sand in the bags. The young man is released and promptly rides across the border with his sand bags.
A week later, the same young man presents himself at the border. The guard asks, "What have you got?"
"Sand," says the young man.
The guard does his thorough examination and discovers that the bags contain nothing but sand. He gives the sand back to the young man who then rides across the border on his bicycle with the sand bags.
This sequence of events is repeated every week for three years. Finally, the young man no longer appears at the border crossing. Many months go by and the border guard sees the young man in a cafe.
"Hey," says the guard, "For three years you were smuggling something through my crossing station. It's driving me crazy. Just between you and me, what were you smuggling?"
The young man sips his coffee and says, "Bicycles."