Multi Currency not working with DHL Express Shipping

The default prices in the store are USD Dollars,

But the checkout is in Mexican pesos

In the checkout my price is correct,

Multicurrency converts USD DOLLARS to MXN MEXICAN PESOS perfect!

But the Shipping Rates are in PESOS… and Multicurrency Multiplies this number to Dollar Value..
And the results are exorbitant!!

A ship rate of $210 pesos are converted to $4,000.00 pesos aprox

I don’t want convert this number because is already in pesos

I want to conserve the shipping rates in the original value.
There is a solution?

Thank you in advance!

Andrea y Juan