Why are using old version of MEGA, Use the new version MEGA 6. Convert your file to FATS format (most of the sequence related softwares can take fasts file) and then open MEGA go to file menu. in drop down there is a option convert file formats you can see lot of options among them one is nexus format

Cheeres

You can also edit a nexus file in a text editor remove

(#NEXUS

Begin data;

Dimensions ntax=4 nchar=15;

Format datatype=dna symbols="ACTG" missing=? gap=-;

Matrix) 

at the beginning and remove

(;

End;)

at the end of the file

then simply add "

I agree with Breman. If still doubtful then go for online data conversion tools,

http://www.phylogeny.fr/version2_cgi/data_converter.cgi

http://www.ebi.ac.uk/Tools/sfc/readseq/

http://www.phylo.org/tools/nclconverter.html

http://www.bugaco.com/bioinf/nexusfasta.php

Also, here are some offline data conversion tools,

1) DataConvert 1.0 (download link, http://www.molecularevolution.org/resources/fileformats/converting)

2) Nexus2Fasta.pl, that convert nexus format to fasta format (for opening in MEGA v5).

Input: nexus sequence file.

Output: fasta sequence file.

(Note: Its a perl file, follow instructions as given on website, http://indra.mullins.microbiol.washington.edu/perlscript/docs/Sequence.html)

(download link, http://indra.mullins.microbiol.washington.edu/cgi-bin/perlscript/info.cgi?ID=Nexus2Fasta.pl&path=perlscript-scripts)

Thank you all

Readseq is the best tool