It seems that you have scaled some of the parts, but you have not applied the scale transformations. The physics system does not like it when you do that and parent things together.
Press “N” over a 3D viewport window to see the Transform Properties window. The section marked scale will show you the scale factors of each object. Having any numbers other than 1.0 in these fields will cause problems with the collision system.
Don’t change the values manually. You will cause the objects to revert back to their previous size. Instead, you need to apply the transformations using “Apply Scale and Rotation.” To do this, you must first clear all parent relationships by selecting each child object and pressing Alt+P (you should probably select “Clear track and keep transformation”). Once all parenting relationships have been cleared, select all of the objects and press Ctrl+A to apply scale and rotation (confirm the dialog that pops up).
If you forget to clear any of the parenting relationships, pressing Ctrl+A will apply the scale of both the child and the parent to the child, causing it to change in size, so be sure to get them all (this is what is causing the problem with the collision bounds in the game… the child is taking its own scale factor and the scale factor of the parent and applying them to the bounds).
Once you’ve applied scale and rotation, re-parent everything and the collision bounds should work correctly.