In "Into the Wild", when Chris was arrested on his way back from Mexico and his gun taken by the Border Patrol, what story did he make up?

The author, Jon Krakauer, tells us that Chris made up a story, but he doesn't describe what the story was.  "Caught by immigration authorities trying to slip into the country without ID, he spent a night in custody before concocting a story that sprang him from the slammer, minus his .38-caliber handgun,"  (Krakauer, pg 36).