Exporter for Blender
When exporting from Blender use the Ogre Exporter which will export .mesh and .material files. Note that unless you want to export the meshes individually you should combine them into one mesh using the Object->Join Objects menu option from the header bar. To export a model select File->Export->Ogre Meshes from the main menu.
Installation Instructions
Follow these steps to install the Ogre Exporter for Blender:
1. Stop Blender if it is already running
2. The Blender exporter requires Python, which is a scripting language, to be installed. You may already have Python installed, you can determine this by looking at the startup window for Blender. If you have Python installed your window will look like this:

3. If you do not have Python installed you need to install it before installing the exporter. At the time of writing the latest version of Python version 2.5 and is compatible with Blender version 2.46. Download the latest version of the Python install program from here. Then run the install program.
4. Download the zip file containing the Ogre Exporter for Blender from here. This version of the exporter is compatible with Blender version 2.46.
5. Make sure that Blender is not running.
6. Unzip the file into the .blender/scripts directory. On Windows Vista this is normally C:\Users\<YOUR NAME>\AppData\Roaming\Blender Foundation\Blender\.blender\scripts. On windows XP it is normally C:\Users\<YOUR NAME>\AppData\Roaming\Blender Foundation\Blender\.blender\scripts. In both cases <YOUR NAME> is your login name.
7. Start Blender, confirm that the startup window looks like the one above, if not check the steps above.
8. Load a test model and export it. For more information on how to export please see the Exporting from Blender video tutorial.
Exporter Help
There is a help file called ogremeshesexporter.html in the .blender\scripts\ogrehelp directory. Open the file with a Web browser.