VFR C172 PLT PROCEEDS INTO TIJ AIRSPACE AND IS CONFRONTED BY TIJ CTLR FOR LATE COORD.

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I WAS ON A FLT FROM SANTA MONICA; CA; TO ENSENADA; MEXICO. I WAS IFR (OR AT LEAST FILED IFR AND CLRED IFR) TO POGGI VOR BY UNITED STATES/MEXICAN BORDER. I FILED A VFR FLT PLAN WITH SAN DIEGO FSS FOR PORTION OF FLT FROM THE BORDER TO ENSENADA (I WAS TOLD I COULD NOT FILE SINGLE ENG IFR IN MEXICO; BUT HAD TO FILE VFR FLT PLAN). I WAS TOLD IT WOULD BE COMMUNICATED TO TIJUANA APCH CTL. BEFORE SETTING TO POGGI VOR; SOCAL TOLD ME IT WAS BEST TO CANCEL IFR AND FLY DIRECT TO TIJUANA VOR. I KEPT A DISCRETE SQUAWK CODE AND WAS TOLD I'D BE GIVEN FLT FOLLOWING TO THE BORDER AND A HDOF TO TIJUANA CTL. I ASKED A FEW TIMES; AS I RECOLLECT; WHETHER I NEEDED TO CALL TIJUANA BEFORE GETTING TO THE BORDER XING; BUT WAS TOLD I'D BE INSTRUCTED WHEN TO SWITCH. I WAS TOLD BY SOCAL TO SWITCH TO TIJUANA ONCE INSIDE MEXICAN AIRSPACE. I DID RIGHT AWAY. THE CTLR IN TIJUANA SEEMED VERY UPSET THAT I WAS CALLING SO LATE AND HE INFORMED ME THAT SINCE I WAS VFR IN MEXICO; I NEEDED TO CONTACT PRIOR TO ENTERING MEXICAN AIRSPACE. I TOLD HIM THAT I WAS ON WITH SOCAL AND WAS TOLD TO WAIT UNTIL INSTRUCTED TO CALL TIJUANA -- WHICH I DID. HE SAID HE WOULD TALK WITH SOCAL SUPVR IN SAN DIEGO ABOUT THIS. ONCE ON THE GND; I CALLED SAN DIEGO TRACON AND TALKED TO THE SUPVR ON SHIFT. HE SAID HE HAD NOT RECEIVED A CALL FROM TIJUANA AND TOLD ME NOT TO WORRY ABOUT IT. I CAN SEE THAT THE SWITCH FROM IFR TO VFR WHEN XING THE BORDER CAN BE CONFUSING. THIS WAS MY FIRST AND SOLO VENTURE INTO MEXICO -- BUT IT SEEMS TO ME THAT THERE OUGHT TO BE FASTER AND BETTER COM BTWN THE UNITED STATES AND MEXICAN AVIATION AGENCIES. PERHAPS A SOONER 'HDOF' ONCE IT IS CONFIRMED THAT THE FLT WILL; INDEED; CROSS INTO MEXICAN AIRSPACE.