NOTE: the current version of blender 2.37 is compiled using python 2.3. if you download a later version of python you will run into trouble using scripts.
set your python path, look in this thread for how to do for your operating system. path
once you download and uncompress go to the ‘docs’ folder. Open the index.html file in your web browser. Follow the instructions on install and pay attention to what will and will not work export properly. read me!
Make your stuff in blender, I recommend these tutorials.
Export to Ogre XML. (pay attention to number 7 above!)