I have problem with receiving data from xbee…I think that I lose data cause RF DATA RATE = 250000 bps is much higher than serial interface baudrate (115200 bps)…so my question is…

IS it possible to set lower RF data rate then 250 0000 bps, or is it fixed?

The RF data rate is fixed. You cannot change it.

Mesh based technologies are not designed to optimize on throughput, but to make small packet communications more flexible. If you need to get better throughput or lower latency, you should use a point to point or point to multipoint radio.

Refer the page number 29 of the product manual http://ftp1.digi.com/support/documentation/90000991_E.pdf , which shows data throughput for different hops.

The new link for the referenced DigiMesh 2.4 documentation is http://ftp1.digi.com/support/documentation/90000991.pdf. You can also now find an HTML version of this documentation at http://www.digi.com/resources/documentation/digihelp/html/digimesh_ug.htm.