illegal immigrant

I am in school, and there was a girl in my class who said that she prefers the term "illegal Mexican". I've never heard anyone use this term before. All I've ever heard is "alien". So what do you think about this? Do you think that calling them "aliens" is alright, or should we start calling them illegal "Mexicans"? Personally, I think Mexicans sounds better, because when I think of aliens, I think of little green creatures from outer space. Last time I checked, Mexicans aren't green, and they don't live in outer space. I would love to hear everyone else's opinion on this.