I have followed the wiki about creating collisions but i am stuck. I created two boxes in max (one named " box " and the another one placed on " box " face, named mvcv_obb_box_01). Next, i have exported the max file as .dae with opencollada plugin for max. I ran MV collada import tool with --3ds flag but .physics file is missing on import. What i am doing wrong ?

Perhaps it might help if you download the 3DS Max example file?
http://update.multiverse.net/downloads/human_tall_shack.zip

make sure you checked the import physics button on the collada import tool. Also open the file in the model viewer and see if there is an object with the mvcv_obb tag in front in the meshnames list. If there is then that means that you made a mistake in the naming. Although that name looks correct so it shouldn't be a naming issue unless the wrong thing is being named.