This song is in protest to what was formerly the Immigration and Naturalization Service (now part of the Department of Homeland Security) and their raids of undocumented immigrants in the United States. But instead of inciting violence, the song preaches peace between Americans and immigrants.
"Migra" is slang in Spanish for the Immigration and Naturalization Service.
The jingling at the end of the song is Santana himself with sleigh bells.
The TV show Cheers was nearly canceled after its first season, but the theme song, "Where Everybody Knows Your Name," was very popular. To satisfy viewer demand, the theme was made into a full song and released as a single.