I vaguely remember a conversation a couple of years ago when one of my friends (British) was travelling with a party of others from Canada to the States for a couple of gigs and took with him a few of his CDs. He had problems at the border. Something to do with his visa.It was assumed by border officials that because of the CDs he would be "working" and he did not have a working visa. He had to leave the cds with a friend and collect them when he had finished his gigs in the States.

Sorry to be so vague but it may be worth checking the terms of your visa if you are not a US citizen.

Just a thought but it may save you trouble later.