.properties files are supposed to be in ISO-8859-1 (Latin1) encoding. Non-latin characters need to be written in unicode escape character sequences, like \uXXXX.
This is of course difficult to write easily. Thats why there is the tool native2ascii coming with the JDK.

I would suggest you two approaches. Either make your translation into a Lang_en_MX.utf8.properties file saved in UTF8 encoding and then run the native2ascii tool:
native2ascii -encoding UTF8 Lang_en_MX.utf8.properties Lang_en_MX.properties

Or use the Gettext PO format which also gives you the possibility to use a wide range of Gettext editors. With the tool prop2po and po2prop you can convert your files in either way.
http://translate.sourceforge.net/wiki/toolkit/prop2po

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