Hey Tony, there are a few things you can do to improve the quality of your frozen mackerel. Firstly, make sure any that you catch go straight into some sort of coolbox or bag; there's an old saying that "mackerel is the only fish that starts to go off before it's dead" so it's important that it's kept as cold as possible until you clean & fillet it, which you want to do as soon as you can.
Then pat dry your fillets on kitchen paper to remove as much surface moisture as possible - this will help the cling film "cling" to the fillets, which I wrap tightly as lads have described above. You could try salting the fillets first - 30 minutes will do (see my post on marinating mackerel for how to do it), but rinse off the salt & pat dry before wrapping.
Next thing is to freeze them as fast as possible. If your freezer has a "fast freeze" setting, use it. Metal trays etc. placed in the freezer first are good, but I've found the best thing are the freeze-blocks that go in my cool box. I lay a few of them flat on one shelf of my freezer, then lay the wrapped fillets on top of them (I do the same with my frozen crab) - they really seem to get stuff frozen down double quick!
Lastly, don't try & keep them for too long; they'll be spot on for a month or two, but I wouldn't go longer than three months for any frozen fish. I've eaten a few frozen fillets this summer (in between catching some more fresh) that have been frozen for 3 or 4 weeks, which have been indistinguishable from fresh when thawed. So the end of season mackerel that I catch will have been eaten by Xmas - any that are left by then are relegated to the bait freezer.
Gary