To bring any flag, other than US flag, to an immigration march is absolutely the most moronic act you can do.
You are not in Mexico anymore. If you think Mexico is so great, then please leave. If you want to be in Mexico, then please leave. Think about why you are here and not in Mexico. If you are so proud of being a Mexican, then why are you NOT in Mexico?
You are in US. You are a disenfranchised minority. Don't be stupid. Don't hurt your own cause.
I understand that, not all, but a huge portion of Mexican immigrants are uneducated, can't read at grade level etc. But please have some common sense. Please, don't be stupid.