From personal experience:
My wife has never had anything checked, whereas I get the full treatment every time. Must be my gorgeous face. I have had video tapes removed for watching (at the time), but if you have a quantity of VHS cassettes, they will be consficated and returned to you later. I don't believe anything will happen to you if they are confiscated (especially as a newbie), but you have to think like this; if you ever get into any bother down the track (upset boyfriend/whatever), this is exactly the kind of thing that could get you into trouble (ie. used against you). Things are becoming more liberal by the day (eg. they are no longer blacking out the mag ads featuring models in underwear), so I wouldn't sweat about it. After all, DVDs can look a lot like software, can't they? Bring them, but understand the limits (it'll all become a lot clearer when you get here).