You have heard of tile based 2d games and collision, especially in top down rpgs? Well use a similar system. If you've played my Quake 3 demo you'll see that in the top corner it displays a 2d grid position in the 3d world. For each square you could seta variable on each of the outside surfaces (Eg if there is a wall there or not) and also a variablew to stste the height of that particular square. Then just use simple maths functions to "detect collisions" without ever using the automatic collision detection which won't won't inside of *.x models.
This is prolly the best way to do it. The problems spurns from the fact that true polygon collision is not yet supported in DBP. When it is, you won't have to bother. Unlerss of course its as processor and fps intensive as it is in DBClassic
If you prefer to use genuine object collision, simply place primitive scaled cubes around each wall, then make them invisible and detect collision with them instead
Hope this helps somewhat, sorry if I'm not explaining very well
