From Digi I got an answer on the matter:

"...If you would like to support a Mesh based network with the existing 802.15.4 modules, you will need to install the Digi Mesh firmware instead. These versions of the code can be found under the XB24-DM and XBP24-DM modem types. Please note that analog to digital conversion and DIO line passing is currently not supported in the Digi Mesh firmware. However it may be added in future releases."

So, the 802.15.4 modules can do a mesh network in a diffrent way.

I will post some examples when I have success on this.

Ioannis