In order to encourage cultural diversity, immigrants may enter an annual lottery for one of 55,000 visas allocated to countries with low levels of immigration to the United States. Mexican citizens are not eligible to enter the lottery due to the high level of Mexican immigration to the United States. Eligible immigrants may enter the lottery for a diversity visa here. (link to DOS). There is no filing fee to enter your name.
More information on the Diversity Visa can be found on this page of the United States Citizen and Immigration website.