Standard collision works on just boxes and spheres. It will - as you have found - just put a collision box around your object.
Additionally, your box is the "solid object". You can collide from the outside, but not the inside.
A simple solution is to make your walls from separate boxes, that solves all of your problems - except being able to create a complex model of your maze.
It would be worth looking for the threads on Sparkys collision (search box at the bottom of the page). It will give you a lot better control over collision, and will also give you plenty of discussion on designing worlds for detecting collisions.