sneaking into U.S.

I am going to NY in April but it's no simple matter if you're not a Canadian citizen. Therefore I have to apply for a U.S. tourist visa.
And it ain't easy.
Unlike Canada and other countries not daring to spell out the outspoken rules of visa lottery, U.S. government is very blunt (or arrogant - whichever you prefer).
According to the U.S. state embassy in Moscow web site

U.S. law requires that people who apply for nonimmigrant visas provide evidence that they don't intend to immigrate to the United States. It's up to consular officers at U.S. embassies and consulates to determine eligibility on an individual basis on the merits of each case.

To put it simply, presumption of innocence doesn't apply to those seeking entry to the states. It's up to the bureacrat who deals with your case to decide whether your intentions are clear like spring water :-). But they are humans too and therefore not infallible.
In practice, it means that if in Canada U.S. consulate offials tend to be somewhat relaxed (probability that someone already in Canada would try to stay illegaly in the U.S. is relatively neglibible).
But in Russia they have the besieged fortress mentality and are much more vigilant, if not outright paranoid. It is harder to convince an INS official in Russia than his counterpart in Canada even though the curcumstances of your case may be exactly the same.
I had known all of that while trying to locate a DHL office wherein I was supposed to drop my application. I had crossed my mind that it might not be free but I couldn't imagine it would be this:
To deliver an application from the DHL office to the consulate, that is within city limits and about 4 km. physically, the DHL asks a whopping price of 32 USD!!!!
And no, one may not submit an application directly coz since 9/11 it has been deemed unsafe for the U.S. consulate to have people coming to them directly en masse and without an appointment.
In comparasion, the analogous system in Canada is simpler and less costly. you just have to book an appointment and pay 15CAD online.
Having been to the States once for the same purpose I thought it would be a piece of cake to get a new visa, even in Russia. But I start to think I was being too naive...
we'll see.