For all those thinking it's about illegal immigration, think again. It's actually a metaphor dealing with Apartheid and the slum life that plagued Black South Africans.
The movie is an extended version of Alive in Joburg - made by the same writer and director.
plus, the aliens in both movies don't want to stay on Earth. Instead, they'd rather be free and go back home, instead they are forced into "homelands" or restricted areas aka District 9, just like many Zulus who were forced off they land and onto "homelands" during Apartheid.