What year Explorer? If it's anything but the newest model there is an access panel in the cargo area on the left side (as you're facing the front of the vehicle). You can lift the door out and maybe fit some stuff in there (there's not much room in there but it's worth a try. Other places to try might be:
1. Also in the cargo area, there are two panels on springs that sit against the rear seats (run your hand down the back of the rear seats and you can't miss them). If you lift them up you'll find some pieces to your tire jack. You may be able to fit some in there (long and flat work best--a few roman candles, etc.
2. Under the rear seat. That isn't a very good place, but it's better than nothing. I would put them in the back and then put other stuff in front of them.
There are other places (locked glovebox, up and under the dashboard near the pedals), but they're either to small to be meaningful or dangerous (fireworks + wires = bad combo). You're best off just putting them under the reat seat and hoping for the best. Keep in mind that the border patrol people will be looking for a certain type of person when deciding who to search. A couple of college kids are prime targets, so if you want to decrease your chances, dress nice, don't blare loud music, and be nice if you do get stopped.
I'm not advocating that you try it, but about the worst that would probably happen is they take them. It's not like you've got drugs or dead bodies in there.
Good luck! And if you do get them across, for God's sake be careful!
l2c
Edit: bozo1's probably right. If they nab anyone, it's probably watching for people drive in right off the interstate, buy fireworks, and drive right back on the interstate in the direction they came from. If you want to play it safe, find a stand in town, and go have lunch or something afterwards... THEN head back home.