It should have been turned in at the same customs office where you got in in the border town. See site below and read step 4. I talked to some folks from Minnesota couple of weeks ago who forgot to turn theirs in. They called the nearest consulate and they said no way...it had to be taken back and turned in at the border! Have heard same from others tho one person said he finally talked consulate into taking it. But if the consulate did that, I would be afraid they would throw it in a desk drawer and it wouldn't get turned in, then you would have a problem. I think you need to drive down to Nuevo Laredo one day and turn it in at the Aduana office there.
sorry...missed puttting the link on...here it is.