Things have changed quite a bit since this thread was started in 2005.
I will admit I have brought in Cuban cigars for my friends who smoke (I don't smoke ever) - so they were in airtight vacuum sealed containers as they should be if you ever buy them anyway.
My gut feeling is that if you get caught you could say you were told the cigar was from the Dominican Republic, but that the container only said Havana because you wanted a container.
They would take it away (and probably smoke it), but I seriously doubt you would get in big trouble for 1 cigar.
Now, bringing in a box? You know they can cost $20 apiece. right? So a box is several hundreds of $. A lot of money to risk losing.