In a blender, combine the orange segments, chopped mango, orange and lemon juices, and puree until smooth.
In a medium saucepan, combine the milk, cream, gelatin, and sugar. Bring to a simmer over medium-low heat, stirring to dissolve the gelatin and melt the sugar, 2 to 3 minutes. Remove from the heat. Pour the pureed mango mixture into the saucepan and mix well. Strain the mango mixture into the saucepan if a very smooth consistency is desired.
Pour the mixture into a 1-quart mold or divide among 4 individual 1-cup ramekins. Cover and refrigerate until firm, 3 to 4 hours, or overnight.
Serve garnished with orange segments.
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