Avoid using edit mode. Only use object mode to position, scale and rotate the collision. Don't worry about the wheels, just do the body.

Select export shar collision from the export menu.
It's important you export using this setup :)
Generic collision
Create collision volumes for each collision object

Locate the collision object in your car's p3d file.

You may have 2. One called [carname] and the other called [carname]BV
You really don't need the BV one. It's only if you want a different set of collision for the car when you're out of the vehicle.
So if you have a BV one you can just remove it.

Drop down the first collision volume and a bunch of child collision volumes will show.
This will contain of a bunch of rectangle collision objects and then the last 4 will be wheels (sphere collision)
Delete all of these apart from the wheels (the last 4 collision volumes)
The wheel collisions are programmed to assign to the wheel joints. If you want to change the size of them you can go into the sphere collision, value editor and change the radius.

to this

Editing the wheel radius.

Now right click the parent collision volume, import p3dxml, inside. And find the collision you exported from blender


If you click the composite drawable, right click the view and check collision to preview the collision.