Making impoted 3ds objects solid

Hey I'm new to this stuff and just wondered how to make an object solid. Its probably a simple thing i've overlooked.

I've imported a building that I created in 3ds max so that I can walk around it but I when the camera gets close it goes straigh through it. I was wondering how I can make the imported building solid so you have to follow the corridors.
Thanks
NB :?

 

You need to generate colliders for the meshes:

http://unity3d.com/support/documentation/Components/class-Mesh.html