Not really - you basically walk "freely" into Cd Juarez, without any checks. AFAIK the entire border is some sort of special zone without any real immigration/customs check. I've crossed that border in that direction once, with a person who had the equivalent of a Green Card for Mexico that needed to be stamped/checked. It involved actually stopping, getting out of the car, walking into the building & finding an officer who could do the procedure. So as long as you stay I think within 20/30 miles of the border, you're fine. The customs check is done only if you go further south into Mexico, along the main highways, or if you leave on a domestic flight from CJS.

jfe should be able to give you all the details.