You could walk or drive across the border. I really don't think they'll let you get on that plane...even if they do, they will definitely take note of it.

However, I really wouldn't recommend trying to fool or lie to the government. If you get caught, you may be banned for life. I'm sure you know that if you want to adjust your status through marriage and if you came here illegally, you're most likely going to have to go back to Mexico, which means a ten year ban. Maybe you can come up with a reason that may convince immigration officials to decide otherwise; usually, I think reasons may be like...your spouse depends on you (economically or psychologically) so much that you leaving would devastate their stability. Still, you need a really good lawyer to help you out.