Bob,
I know there are no such restrictions for Canada...I go north and south of the border with my camp stove very often and I never had any problem with that. I don't know for Mexico, but I'm pretty sure it won't be a problem.
Another thing, if you follow Syv's suggestion and cross the border in Cornwall, be sure to get a peek at the 1 000 islands. Ottawa, Brockville and Kingston are nice towns to visit too.
Gen