The mentality starts with the manager.
No. It starts with the players. It does not help if only the manager is a bad looser - you have to have enough players that are of the same kind. Robben, Neuer and Müller even get pissed when they loose trainings matches...
There is players that grow with the occasion and you are are better of to have as much of that kind in your team. No, they might not always be good then - but they atleast fight to the last moment.
A manager can be a motivator - but that really works great with underdogs and young homogenous teams or occasionally. For the big games the self motivation of the players should be big enough without help from outside.