I’ve tried with both blender v.2.63 and 2.49 (as I understood it since I’ve researched this for a lifetime, you might need the old unusable Blender for ogre to work), but the plugin never shows up. There must be atleast one person that got this to work, since the tutorial mentions that you, in fact, can import your own models (a ninja and a brick wall is not really satisfactory…). Any step-by-step, exactly how it should be done, including correct versions?
I cannot even open the user preferences in blender on my vista 
You tried https://wiki.jmonkeyengine.org/legacy/doku.php/sdk:model_loader_and_viewer ?
Why not export your models to obj-files and convert these files to j3o using the jMonkeyEngine SDK.
Anyway this maybe is a question to be asked in the blender forum.