In order to immigrate here, the applicant does in fact have a criminal background check. My wife came from the US....she had to send fingerprints to the FBI for a background check (this was pre 9-11), as well as checks from local state police. Every applicant does have to supply information to this effect or their application will be rejected. I'd assume that since 9-11 this part of the application is under MUCH more scrutiny.
Once your visa arrives, they do warn you that if you break the law, your case will be brought in front of immigration officers, where deportation may occur.
You really think the gun toting gang members are in this country legally?