You have your 4th amendment rights and your 5th amendment rights. Cops (or Feds) can't search your car without probable cause, and you don't have to answer any questions police or Feds ask you without an attorney present. Driving down a US road isn't probable cause for a search, however, crossing the actual boarder changes the rules some. It looks like here he's at a checkpoint before/after the actual boarder, and from what I've found out, they have them a lot around the southwestern border states around Mexico. You really don't have to tell a federal agent anything at all.
Cops work under a state by state law called a Terry stop, or stop and identify. If you get pulled over by blue lights, they can demand you produce ID, and arrest you if you refuse. Some states may be more lenient, GA is not one of those states. After you've produced ID, you dont have to answer questions, and you don't have to let them search your car. Letting a cop search your car is the worst thing you could ever do. You don't have to be a dick about it. Anything they find or anything they "find" can incriminate you. Once you tell the cop "I know you're trying to do your job but I don't consent to searches" and "I can't answer questions without a lawyer", it ends right there.
Being a hero can go one of two ways. They leave you alone and give you a ticket for whatever they pull you over for, which will probably happen most of the time, or they stick you with a bogus charge that doesn't stick and arrest you on a Friday night, and the judge doesn't get back til Monday, just to fuck with you. So pick your battles.
What you see on this video is nothing more than civil disobedience.