You can use Swbf mesh viewer to convert .msh to .vlm(or something like that i don't remember) so after that you could open it in blender and convert it to .obj. Then you can open your .obj in Softimage Xsi and convert it in .ase but you have to download the right plugin. This is probably not the faster way but it works ^^.
If you really don't understand, i can do it for you this week-end.
If you want any help you can join me on xfire : devilryuzaki.