Do You Break The Law At This Intersection?

I've done it, you've done it, haven't we all done it? Okay yesterday I didn't, because you see the popo up ahead left hand side? I'm crazy, not that crazy! lol This intersection going into Midland, Andrews Hwy and the loop is crazy. What is a girl to do if she's trying to get her Chick fil A on? 

Here is my question....is it illegal to bust a U right here? Seriously, every single time I go into Midland, I'm torn. If I'm potentially breaking the law, I shouldn't but the little devil on my shoulder says, ' just do it, you won't get caught!' 'Fess up, what do you do in my exact situation at this intersection?