Simple Problem with Mecanim and collisions

Hello all. This is my first post. Long time listener, first time caller.

I have just begun working with Unity and mecanim and I am having a simple problem that I am sure is leading to a fairly stupid question, but I am going to ask anyway.

I have a simple mecanim character working, but he is able to pass through objects like walls and such with no problems. He is being moved by mecanim, not through script. Both he and the walls have rigid bodies and colliders.

How can I prevent him from being able to go through the walls.