3ds Max .col file problem

[RSHAXUR]

I just started modeling a little while ago (well, buildings) and i made a few skyscrapers with multiple objects. Simple ones, but when i loaded one into 3ds Max 7, the object is called "17 Objects Selected" and because of that i cant make a .col file. Why is this? Well actaully, the real question i have is, can somebody help me?

 

Shot at 2007-08-02

 

NOTE: If it has something to do with the collsion mesh button, it doesnt, i tried with and without it pressed, nothing different. Its untextured, just cause ill add them in as soon as i get a succesful col file (ill just look and walk around until i hit a building) Ill remake the col file with a texture later. Im desperate, my trial is almost done