right, sorry about not re-posting, i got cought up in some things.
basicly the problem you have is what i call the peg and hole problem.
Because of sketchyup's physics or something like that, it wont recognise a hole in an object. therefore what youve done is the exact same thing
because youve made a cylinder and modeled it off of that, it will mean sketchup recognises as each sylinder as solid, but yours are not solid as they have a hole through it.
Solution
there are some soultions, one easier than others but they have advantages and disadvantages.
you simply have to add hidden geometrics to the model. may sound complex but its not.you will need to make a new set or rods or bars in a cylinder to allow an object to go through it. there are two ways to do this, one adds more polies, groups, and possibly lag. but offers a better result.
the second way offers a simple way, but results mean it wont act like a cylinder if needed.
The second way is similar to making hidden geometry as a cylinder, however, you make it a cube or rectangle insted. this way's much easier, but it doesnt act like a cylinder if you need it to roll. but it will slide in and out when needed.
just follow the model provided and it should help you. any more question feel free to ask and ill get round to answering them.
again sorry for the delay.