What are the specific properties of that entities?
High poly count? An action that only applies to them?
Can you see any differences in the figures of the statistics in the debug panel?

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http://www.wuerfels-welt.de
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Free Game Editor: http://puppenheim.org/AlienalsWeihnachtsmann.zip
http://www.puppenheim.org/blender_starting_main_settings.txt