I have had a scout around to see if there is a walkthrough of these, and I cant find one. Is there anything out there?

1. create the object in the modelling program of your choice.
2. save as .OBJ
3. Use FOMM or the http://skyrim.nexusmods.com/downloads/file.php?id=1395 to open Skyrim - Meshes.bsa
4. Extract a mesh that is similar to your own (collision-wise)
5. Open that NIF file in http://niftools.sourceforge.net/wiki/NifSkope
6. Select the NiTriShape entry then use File / Import / "Import .OBJ" to import your model.
7. Do some fine tuning to model size, select proper textures and so on, then save the NIF file under a new name.

If you can't find a similar object, you can either delete the collision info alltogether and add a collision box in the CK, or you can use a model with a very simple collision geometry, (like the dwemer puzzle box) and then resize the collision box by editing its vertices. This workaround is neccessary because Skyrim uses a new form of collision data, that can't be created with the current versions of Nifskope.

Thanks for the clear explanation. I was bumping my head against this one for hours before I came across this post (thought I could just add a box collider like I'd do for Fallout, but I guess not.)