What is the size of your mango orchard, what varities are you growing there, what is your yield?
I have been doing some research about export markets and it is quite expensive if you do it alone ( again depending on your production). The varities which are being exported are also very narrow in my opinion and rely only on a few of the wonderful varities that we grow.
If you are from Maharashtra there is a very strong support network and you can contact few of the exporters to see what the process is. If you are exporting to japan/europe, the conditions are a bit simpler and mostly consist of hot water treatment.
If you are considering export to USA, the process is tougher as you have to have the mangoes radiated, which happens only in one location in Nasik, I believe. Also before the mangoes land here, you would have to tie up with an importer who will receive the shipment and pay you. I am not sure what they retail for in Europe, but in US, they retail for around 25-35 dollars a box of 12-15 ( depends on size). Only Kesar/Alphonso/Banganapalli are allowed.
Compared to the produce coming from Mexico, where they are able to sell for 4-6 dollars for 12 mangoes, most people find it hard to pay 25-25 dollars for mangoes from India.
The above is not to demoralize, but to present true facts. If you loose a shipment due to some unforesen issues, it would be disastrous. The alternative would be to look at mango pulp export, for which there is good demand.