The actual problem with bringing an ebook reader across the US border isn't the reader, per se. The Border Patrol has the right to look at ANYTHING for absolutely NO reason. They can take your laptop (or presumably, ebook reader) and COPY the hard drive, delay giving back to you, and spend all the time they want decrypting anything and examining anything. They're *supposed* to delete all this info if they don't find anything wrong, but of course there are no standards to determine when they are required to do this.
And US courts have repeatedly ruled that this is all legal.
So the risk isn't really having something illegal on your reader, it's that they may "detain" it for a while, especially if they don't understand it.