Collision mesh help

I been following the https://developer.valvesoftware.com/wiki/Collision_mesh to create the Collision mesh to a model and asign the smoothing groups but the problem is that it appears

but also create a phymodel with boxes and assign them a different smoothing group and exported as reference.smd but in the HLMV appears that there is no phymodel and in the 3d max the phymodel does not exist and I just appears a bone