Exporting new car into Canada?

Ok, let me explain my dilemma: I am originaly from Indiana but I now live in Montreal Canada. My first MINI was from Indiana and I drove it around up here without importing until I sold it this last summer. My plan was to buy another car up here instead of paying the duties and taxes. Well I went in last week to put in the order and the price came out to $41,000 Canadian including taxes (15% here) that equates to US$ 33,300!. The exchange rate has changed drastically over the last couple of years but the prices here have not changed. An equally specced US MINI would be US$ 25,000 (with Indiana 5% sales tax) or CN$ 30,800 Big difference. The taxes and duties for importing the car into canada are CN$ 4,000. What I was thinking of doing is buying the car at the same dealer in Indiana where I would most likely get a discount since our family has bought numerous cars over the years and then import it in. My question is, if I do this do I have to pay the sales tax in Indiana, or can I save this expense as well? I would not register it in Indiana at all, buy it, and drive it across with the dealer plates. But how does the titling of the car work? Do I not get the title until I pay the BMV fees? Or can I first title it here in Montreal. Any insights would be appreciated. If I can do it the no tax route then i'd save roughly CN$ 8,500 this way! Otherwise I'll try to figure some way to title it in New Hampshire where there is 0% tax. Any help is appreciated

cheers,

Amit