They got to the final here
http://en.wikipedia.org/wiki/2009_CONCACAF_Gold_Cup
and got spanked by Mexico 5-0.
Of course Slovenia could cause an upset. So could all the teams. This isn't a Brazil - North Korea gulf.
The point is that there are much harder groups. Germany should win their group for example, but that doesn't mean they couldn't get beaten by the other 3 decent sides.
I'm sure they played Spain? Recently and beat them quite easily?
USA are a good team, I'm of the opinion that no game will be easy in the World Cup, teams will all be well motivated and will up their game.
Nobody knows much about Noth Korea either.