Just out of curiosity, why did you buy a car in the first place if you knew you were going to try to unload it in Mexico? Why not just rent a car, then you could have gotten insurance with the rental.
gotravel.tribe.net/thread/d9a6fcd9-218d-4aa3-9d12-00aaa0c5c068#aad5aeef-7604-4611-aa31-9f1e9e967eac