Canadian law says you can bring in up to 5,000 rounds for your own use without any fuss. However, unless you're Stateside to hunt or shoot a match with a valid U.S. Form 6, etc., you can't legally be in possession of firearms or ammo as a non-immigrant alien.
U.S. Homeland Security has been known to do 'spot checks' of vehicles leaving their country. Get caught, you will be arrested. Whoever sold it to you likely would be too.
"...don't get stopped by US officials you are OK..." You'd be in violation of U.S. law if you're stopped or not. So would anyone who sells it to you. Counselling criminal activity isn't allowed here.