Open JME (I am using stable version 3.1) and blender (preferably with the same model that was loaded by your game, in my case the "valet2").
In 3D-View, press "n" to open the properties tab of the selected object (Sorry if I made a mistake in the name of this tab).
Note that the location, scale, and rotation property exists. In the case let's focus on the rotation (of course :))!
In rotation, there exists the x, y, z axis. (Assume that the z axis of the blender is the y axis of the JME), there is a space with some options (As shown in arrow 1), select the Quartenion option ).
Note that a fourth axis, the "w", has now appeared. Now the axes of the blender corresponds to the axis of the JME (Again, the z axis of the blender is the y axis of the JME).
Now, press "7" or go View -> Top, to be in the top view. Select the model and press "r", so you can rotate the object. To get more precise, after pressing "r" type "90", for your model to be 90 °. Now notice how the values of the axes (x, y, z, w) remained.
Now in JME, change the rotation by entering the values you got in the blender (Again, the z axis of the blender is the y axis of the JME).
And order ... note that the rotation was done successfully!