According to what I have learned, the X in the old spanish had the sound of the english H, or the spanish J, for that matter. That is why Mexico is pronounced Mejico and not Mecsico. The same thing goes for Texas and Don Quixote.

Can you tell me what sound the J had in spanish before this change? I know that the J was invented in the middle ages, but Don Quixote was written long after that time, and Mexico and Texas were named after the medieval period, which means the J already existed in that same time, but had a different sound since the X was used in its place.

The "j" in old Spanish was pronounced like the modern French "j".The "x" was pronounced "sh".

The duality of pronouncing 'x' as 'ks' and 'j' appears in the words
'Mexico' and 'Xerox'.

Culturally, people tried to add consonants to suit their regional
writing traditions. The name of Russian writer Chekov known to
Americans is spelled Tchekhov by French, Cechov by Italians,
Tsechechow by Germans, Tjechov by Swedes and Tchejoff by
Spaniards.

If you see a book written in 1500 or 1400 AD, you will be
surprised to see that each author uses his personal
spelling for the same word.

Since the year 1100, the development or English orthography has largely ignored the alphabetic principle and the idea that each letter (or digraph) should be a sound sign. The result has been a chaotic and inconsistent orthography and the dubious distinction of being "the world's worst spelled language."

http://victorian.fortunecity.com/vangogh/555/Spell/pv7-1.html

Corruption or bastardization is a way of referring to certain changes in a language. The most common way that a word can be said to be corrupted is the change of its spelling through errors and gradual changes in comprehension, transcription, and hearing. This is especially common with words borrowed from another language. For example Guangzhou was formerly known as Canton, which is a transliteration of Guangdong following the rules of French sound structures. The terms "corruption" and "bastardization" carry negative connotations, and are rooted in prescriptivist theories of language.

http://en.wikipedia.org/wiki/Corruption_(linguistics)