Each State has its own rules regarding insurance - specifically the minimum required liability insurance. If you have a rider on your Mexican insurance policy for U.S. liability coverage you should be fine.
Each State "might" have specific rules on how long you can use your Mexican car but probably not a limit that will affect you. If you are going to be in the U.S. for many months it might be worth checking to be sure. For a shorter trip I wouldn't worry about it.