Although I've never crossed the border with a pre-cut frame I do go down to upstate New York and bring back timber on a fairly regular basis without much hassle. There is no duty to pay on softwood lumber thanks to NAFTA, but you will have to pay HST on the value. And the tax is determined after converting to Canadian $, and conversion rates have been brutal lately as you know.
I suppose the big question will be whether they consider your frame a building or just a load of timber.