I agree! I live in Michigan where a lot of fireworks are illegal. But the Indiana border is less than an hour away, and they sell all sorts of fireworks there.

The powers that be here have finally realised that all they have done by banning the bigger fireworks is loose money to Indiana. So by this time next year we should be able to get the good stuff here too!
There is actually a story in this mornings paper with a cop saying chasing down illegal fireworks is pretty low on their priority list. He pretty much said they will only do it if they have nothing else to do.
My dogs hate the noise too. I keep mine inside, and leave some music or the tv on. We have also gone as far as to get a mild sedative from the vet to help keep her calm. You won't have much luck keeping other people from setting off fireworks, but you can help your pets deal with it a bit better.