N.M. Stat. § 58-22-29
Review of order of director.
A. Any person aggrieved by a final order of the director may appeal to the district
court pursuant to the provisions of Section 39-3-1.1 NMSA 1978.
B. The commencement of proceedings pursuant to Subsection A of this section
does not, unless specifically ordered by the court, operate as a stay of the director's
order.