Export compound object for bullet

I am trying to import the COLLADA file exported from Blender 2.47 to reuse it in the simulation but failed to correctly export compound objects.

Sorry that I still can not manage to export compound object after searching information from web. Could somebody please give me detailed instructions to achieve this step by step?

Take for example to develop a hammer with

  1. one pole using a cylinder
  2. the head using a cube

Please give me instructions like 1) create one cube 2)…
And also please inform me of the option for COLLADA export.

Thanks in advance!