The classes com.jme.util.export.xml.XMLImporter and com.jme.util.export.xml.XMLExporter read and write jME native XML files.
These classes are useful for storing, transmitting, and distributing models in character format. These files are not as small or as fast to load and transfer as binary files. However, they do have some great features which binary format lacks:
jME XML format has always been great for change control and distribution purposes within jME applications, but it hasn't been prevalent in modeler tool chains up to now, because the few existing 3D modeler exporters were crappy. In comparison, the Ogre XML model file format can be used for models generated by a dozen different modeling programs… but you still have to live with the limitations and bugs of the jME Ogre XML system. However, the 0.2 series of the HottBJ, Handy Object Transfer Tool, Blender to jME Exporter changes this. Blender users are all set. Users of any other modeling program can export to a Blender-supported format that supports the required animation needs, the load and export from Blender (which is free and freely available).
I know of three Blender exporters which can export Blender models to JME XML format, but if you are running jME version 2.x, you will want to use the HottBJ, Handy Object Transfer Tool, Blender to jME Exporter. This Wiki hosts (nearly) comprehensive tutorials which walk you though the entire process of creating models in Blender and getting them into jME.