Did you try to merge several _different_ models?
When I try to add a different model as well, it seems to stay on its own.
At least, it is not included in the general collision box, and its placing seems off...

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