Just because a doc in Mexico
said you had Dengue doesn't mean you actually had it unless he did a specific serological test. That is important to know: are you seropositive for Dengue? Dsanduril is right, there is a theory called antibody dependent enhancement (ADE) in which antibody to one dengue strain can exacerbate infection to another dengue strain. However, not everyone gets the the more severe hemorrhagic fever the second time around. Even if you do get a more severe infection and get medical
care, the risk of fatality is low. The vaccine is reasonably effective but is only recommended for those who are already seropositive (to avoid the chance that the vaccine itself could induce ADE). That is why it is important to know whether you are actually seropositive for dengue.
Malaria is actually a bigger worry. It is a very different beast, a parasite with blood forms and liver forms. It can go dormant in the liver and re-appear at a later time. Again, did the doctor just suspect you had malaria or was it actually confirmed by tests? If it was confirmed malaria, you should have undergone intensive treatment to make sure you got rid of all the liver stage disease.
If you didn't go through treatment and no testing was done, I suggest you find a doc familiar with tropical medicine and get tested. He/she will then recommend treatment if you indeed had/have malaria and possibly a dengue vaccine if you are seropositive for dengue. The only approved malaria vaccine isn't very effective and requires 4 doses. I don't think I would bother.
Once you are sure you are malaria free, I would not let the fear of another dengue infection stop me from cruising in the tropics. The best prevention is to use mosquito repellent, anchor
out, and if you are in an area where there are lots of mosquitoes (like the jungle) use netting.