a few things wrong here
try this http://www.megaupload.com/?d=RNS84JE0
the primary issue is that one mesh object is skinned the other is not.
how is the hat going to attach to the head bone in game? If this is going to work, mixing skinned and non skinned meshes in 1 nif, then the way i set it up is the way to do it. If this doesn't work, then you will have to skin the hat as well.
the hat node name being scene root may be an issue. :shrug: so I added a new string name- hat
one thing i forgot to do was collapse the transforms on the hat.. when you manipulated the position of it you didn't 'apply' the transforms. so you will probably need to do so.