Talk to a family lawyer who can help you file a divorce. Once divorce you can write to immigration, if you want to withdraw your petition.
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I am licensed to practice law in Mexico (and NY). Your answer is state-specific. Where in Mexico did you get married? Also, what is your husband's position regarding the divorce?
If he is willing to co-file for an uncontested divorce, generally it can be handled in a relatively easy, fast and inexpensive way in Mexico. Beware that non-Mexican citizens need to obtain a special permit from the Mexican federal government for getting the divorce (same rule than for marrying a Mexican).
If he is not willing to cooperate, securing a divorce in Mexico can be very complicated (most jurisdictions do not have no-fault divorces).
I hope this helps.
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