Updated

This is a rush transcript from "Your World," March 6, 2017. This copy may not be in its final form and may be updated.

NEIL CAVUTO, HOST: All right, I want to show you something in Spanish.  And it's not exactly the most slickly produced video.

You it's a Mexican government sort of a how-to for those who are trying to avoid deportation in the United States, telling illegal immigrants, when an ICE agent knocks, don't answer the door. OK.

Former Arizona Governor Jan Brewer on what she makes of this.

This is at the government behest. This is something the government has come up with to keep those who are illegally here, here without being deported.

I don't think I have ever seen anything like this, Governor.

JAN BREWER, R-FORMER ARIZONA GOVERNOR: It's absolutely disturbing and deceitful.

It's outrageous that another government of another country would -- would prime people that are here in our country illegally not to answer their door to our law enforcement officers.

It's just totally outrageous. I have never heard any country ever doing this in the past.

CAVUTO: I was just thinking...

(CROSSTALK)

BREWER: Not to...

(CROSSTALK)

BREWER: ... our laws.

CAVUTO: I'm sorry, Governor.

But I would think, if it was the reverse and we had those who were here illegally holed up in Mexico, and we were sending the same recommendations from our State Department to avoid them being deported, I mean, it would be outlandish. But it is what it is.

Where do you see this going? Because the Mexican government has been feigning this interest in trying to solve the problem. But when you are putting out videos like this, you're not interested in solving it, are you?

BREWER: Well, obviously, they're very self-serving. They don't want these illegal criminal aliens back in their country.

And, therefore, they're initiating the practice of telling them how to stay in our country illegally. And it is just horrendously unbelievable that they would do something like that.

That shows exactly what the Mexico officials are thinking. They don't want them. They want us to keep them. They're going to encourage it, unlike -- not unlike where they commented that they're going to flood our courts with all of these people and so that we can't get through to all of them, that we can't prosecute all of them.

People in Arizona, people in American, they're not going to put up with this nonsense. It's absolutely -- I just -- it -- when I found this out, I was breathless. It just -- if we did that to their country, we would be admonished and admonished and admonished.

CAVUTO: Forget about it.

And, by the way, I mean, why make a video that looks like the game Trivial Pursuit, you know, with the little pie figures all that? It's silly on that level.

But, leaving that aside, we get the same pushback on the Mexicans when it comes to comprehensive immigration reform. It's really being fought hard.  But yet, oddly enough, a number of Mexican companies are among those bidding to help build this wall that Donald Trump wants to have built, as well a number of American companies.

Now, it still isn't clear who ultimately will pay for the wall. The president wants the Mexicans to pay for it one way or the other.

But what did you make of just that, a number of Mexican firms, including Cemex and some of their big players, wanting in on this?

BREWER: It sounds a little bit that they're a little bit greedy now. They want both of the -- want both pieces of the cake.

They don't want the wall, but they certainly want the business and the growth with it. Bottom line is that Donald Trump said that the wall would be built, it would be built on the border, and it would be with products from the United States, built by workers from the United States.

And I believe that he will uphold that. And, you know, I think people are pleased with that. It's good for our economy. We're a little bit fed up and tired of building everybody's else economy up. And it just seems like they just can't get enough. They want it both ways.

And we, the people, are fed up with all the nonsense. It's nonsense.

CAVUTO: All right, Governor, thank you. Very good seeing you, Jan Brewer, a former Arizona governor.

BREWER: Thank you.

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