Hi Heather and welcome to the forum.
Your profile indicates you have V9. V9 does not support .mod files.
iirc .xmod files were introduced with V7 and both V7 and V8 offered dual support for .xmod and .mod files but substantial underlying changes required for V9 meant that the .mod files were no longer appropriate.
If you are writing models for V6 or earlier and do not have a V7 or V8 installation through which you can convert the xmod files I'm afraid you would need to go back directly to V6 (or earlier versions) to create the models.
Also remember that models using features that did not exist in earlier versions will likely not work as expected without modification and may not work at all.
Best advice woule be to get all installations up to the same level but I appreciate that may not be possible.