Lo-Fi Games

How i can save a file as .mesh to use it with game mods.
Where i can find and export the bones/skeleton that the game uses to animate?

Your 3D modeling software needs to support it either natively or by using a plugin.

Regarding your second question: I don't know. There once was a thread with a guy getting a hat working but because there was barely interest in it, I guess he stopped working on it.

I see, and, do you know any programs that support .mesh files?

I personally used Blender with the Ogre .mesh exporter but it also should be possible with basically every more popular program. As I already said, all these programs probably don't natively support .mesh files, but by using plugins you should be good to go.