Game Engine Chain Problems

So I recently started making a pocket watch on Blender (as you do) and I  thought it would be easiest to do things separately. On a different  layer I've been building a chain (using array and path etc.) which was  pretty simple. Now however I want to add the physics to it so I entered  'Blender Game'

I set the links so that they are all Rigid Bodies and all have Triangle Mesh Collision Bounds. That is all but the top one which for the moment I have set as a rigid object.

HOWEVER! When I press P (to run the sim.) all of the chains just fall off with no collisions or anything… I’ve tried doing it with the Physics Visulisation on and it’s still making no sense! Please help!

(Bare in mind I’ve only been using Blender for about 6 months so be nice ;))

Thank you!