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XOOPS doesn't use MySQL's date format, but instead a UNIX timestamp.
To do, what you want, you could do this:
$criteria->add(new Criteria("user_regdate", mktime(0,0,0,$mese,1,2004), ">=");
$criteria->add(new Criteria("user_regdate", mktime(0,0,0,$mese+1, 1, 2004), "<");
This will return the users, who registered on or after 12:00 AM on the 1st of your month and before 12:00 AM on the 1st of the following month.
However, if you want to search for users, who registered in may of ANY year, your approach will have to be different.