"Taking your laptop into the US? Be sure to hide all your data first"
http://www.guardian.co.uk/technology/2008/may/15/computing.security
"Laptop Searches in Airports Draw Fire at Senate Hearing"
http://www.nytimes.com/2008/06/26/washington/26airports.html?_r=1&adxnnl=1&oref=slogin&ref=technology&adxnnlx=1214560780-JmUH3k9wPbTpnf8mLbVx7A
-----
Point being: the U.S. thinks it has the right to copy and search your data. Any kind of questionable file - be it an mp3, a movie rip, nude photos, or what have you - needs to be something of which you can prove that you have a legal license to use and to have. Technically, the fair use right to an mp3 copy of songs you ripped from a CD that you actually own is disputed by the RIAA. Don't assume anything is okay, it probably isn't. It's all being sifted in the court system right now.
You have to be careful, because this government is insane and favors big business over individuals.
I'd recommend not taking anything with electronic data abroad that has to be brought back in. I mean, family photos on a smart card is probably fine. Anything else, why hassle it?
That's the world we are living in now. They claim the right to turn you upside down and shake you to see what falls out. If they can make a case around it, they may very well try to do so.