Custom Collision problem

Hey all, I’m having an issue when I import custom collisions. First off, I do all my modeling in 3DS Max. I’ve created a model and the separate collision objects. My object is named “Pyramid” and the collision objects are “UCX_Pyramid_01” and so on… Now when I import to Unreal Engine, I go to check out the collision and it looks good when you actually look at the model, but as you can see in the picture, it looks like it created a giant box around the whole thing. When I test it out, I’m floating in air (because i’m walking on an invisible box" and I cannot see my mesh. Any help on this? Help would be much appreciated! Thank You!