I think what you mean to ask is, "why do people think illegal immigration is so bad?" Illegal immigration is the process of non-citizens entering the United States illegally and maintaining a continued presence. The "presence" is in the form of employment, residence, starting a family, and receiving social welfare benefits.
Legal immigration, for the most part, is seen as a positive. Immigrants create new businesses and other employment-generating activities. They strengthen America's economic and political ties with other nations. Properly regulated immigration further strengthens American scientific, literary, artistic and other cultural resources. It promotes family values and ties, important components of good schools and strong communities. At a time of troubling ethnic strife in many parts of the world, an effective American immigration policy can demonstrate to other countries that religious and ethnic diversity are compatible with national civic unity in a democratic and free society.
Legal immigration, however, has costs. Immigrants with relatively low education and skills may compete for jobs and public services with the most vulnerable of Americans, particularly those who are unemployed or underemployed. Jobs generated by immigrant businesses do not always address this problem. Concentrated and/or rapid entry of immigrants into a locality may impose immediate net costs, particularly in education funding to meet the additional and special needs of newcomers. Concentration of new immigrants can exacerbate tensions among ethnic groups. Certain legal immigrant populations may impose other costs (i.e. refugees often need special health and other services). Elderly new immigrants are more likely to draw upon public services than elderly native-born Americans or immigrants who came to the United States at a younger age.
When people speak negatively about immigration it is because they often dwell on its negative externalities of legal immigration. Illegal immigration has a worse reputation for it has the added pungency of individuals "skipping-the-line" of legal immigrants. These would be aspiring citizens who often wait many years to gain legal access to the United States. Some people feel that illegal immigrants take opportunities away from these individuals.
In short, the general perception that immigration is bad for the U.S. is generated by the media. Most people view immigration as people running across the borders and stealing jobs from U.S. workers. If the media would do educational pieces regarding the doctors, scientists, educators and other occupations that come here legally, then perhaps the stigma would be lessened.