Does my husband have to get "court and prison record" for CR1 visa, if he has never been convicted of a crime?

My husband and I applied for a CR1 visa in February 2009; the petition was approved on March :). We live in Mexico and would like to relocate to the US. I have received the Instruction Package for Immigrant Visa Applicants (Packet 3). My question is regarding page 5, point 4. It says on the Package: "COURT AND PRISON RECORDS: Persons who have been convicted of a crime must obtain a certified copy of each court record and of any prison record, regardless of the fact that they may have benefited subsequently from an amnesty, pardon, or other act of clemency." If my husband has never been convicted of a crime, does he have to get it anyway? Will the consulate ask for this doent anyway? Where and how can we get it in Mexico? Can any of you tell me about your experiences?