I don't use Sketchup so can't help much there, but according to this video placing the Axis or 'Origin' shouldn't be too much hassle. Centre your object and place the pivot at floor level 0,0,0 and it should work ok.
If your model is lower than the floor in Sketchup at export it will import lower in Reloaded so place it at floor level before placing the pivot. The reason you can jump over the walls is because the engine is calculating the collision envelopes from pivot origin when you first place it into the editor.
http://www.youtube.com/watch?v=LPqJovjd-sM