When crossing the border, chances are you may be stopped to be searched, don't worry they are just looking for people smuggling in American Products for sale, drugs or guns.  Once you cross the border, look for 2 crucial turns in the town of Sonoyta, again don't worry just follow the signs that point to Pto. Peñasco.  You are now about 60 miles away.  If you break down on the freeway in Mexico, and a bright forest green utility truck stops to see what is going on, that's good news, they are from the government, they are called green angels and their job is to help all motorists in distress.
Remember not to drink the water out of the tap, (the same goes for brushing your teeth).  If you do get sick, there is medication over the counter in Mexico, (Make sure you consult your doctor on that one).

Remember you're in Mexico and on vacation, so forget about  time schedules (the locals have), take off your watch, grab a cold one and have a good time !