C172 PLT WAS INTERCEPTED BY A CUSTOMS JET FOR PENETRATION OF NY ADIZ.

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ON 03/SUN/03; I DEPARTED FWN AT XA15 LCL TIME FOR BLM VIA SBJ. THIS FLT PLAN AVOIDS THE NY CLASS B AIRSPACE; BUT IS ALMOST ENTIRELY WITHIN THE MODE C VEIL. THE PLANE WAS EQUIPPED WITH AN ALT ENCODING XPONDER; AND WAS SET TO 1200 FOR THE ENTIRE FLT. AT APPROX XB00 LCL TIME; I WAS JUST ABOUT TO ENTER THE PATTERN ON A 45 FOR A LEFT DOWNWIND ON RWY 32; WHEN A SMALL BUSINESS JET CAME UP ON MY L. AT THE TIME; I WAS IRRITATED THAT THE JET WAS COMING SO CLOSE TO ME. I ASSUMED THAT THEY WERE ALSO LNDG AT BLM. IN ORDER TO STAY OUT OF THEIR WAY; I TURNED TO THE R; AND STARTED A 360 DEG TURN. AS I TURNED THEY STAYED WITH ME. NOW I THOUGHT THAT THEY WERE TURNING S; BUT CONTINUED MY TURN. EVENTUALLY; THEY WENT INTO A WIDER TURN; SO I FINISHED MY TURN AND ENTERED THE PATTERN. AT THAT TIME THEY CAME ON THE CTAF FREQUENCY FOR BLM AND IDENTIFIED THEMSELVES AS HOMELAND SECURITY. THEY TOLD ME THAT I HAD MADE AN ADIZ VIOLATION; AND THAT THEY WOULD NEED TO TALK TO ME AFTER I LANDED. ON THE GND; THEY TOOK DOWN INFO ON MY PLTS CERTIFICATE; MEDICAL CERTIFICATE. THEY ALSO LOOKED OVER THE PAPERWORK FOR THE PLANE. ALTHOUGH IT WASN'T A PLEASANT EXPERIENCE; THEY WERE PROFESSIONAL; FRIENDLY AND COURTEOUS. THEY PULLED OUT A SECTIONAL AND EXPLAINED TO ME THAT THE CLASS B AIRSPACE; INCLUDING THE MODE C VEIL; WAS NOW AN ADIZ. I INCORRECTLY THOUGHT THAT THE ADIZ DID NOT INCLUDE THE MODE C VEIL. THEY ALSO EXPLAINED THE STEPS I WOULD HAVE TO TAKE BEFORE I COULD LEAVE BLM. ON THE GND; I COULD READ THE WORDS 'UNITED STATES CUSTOMS SERVICE' ON THE JET; BUT THEY WERE TOO SMALL TO READ FROM THE AIR. THEY TOLD ME THAT THEY HELD UP A SIGN TELLING ME TO LAND; BUT I DIDN'T SEE IT IN THE AIR.