Mexican's Favorite Video Game

Listen, you're clearly not the sharpest tool in the shed if you don't get this one. You typed this whole thing out and can't even see the connection? The joke plays on the word "border" and the game title "Borderlands". It's a pun, you dingus, because Mexicans are often associated with crossing borders. It's not that hard, I mean even you should be able to understand that.