If My Game Starts slow if i add Mesh Collider to my whole environment, Should i do something else?

I made my environment by using "Walled City" from daz. I actualy made 3 copies of it and connected it. Well when i did that and press playe to test it out, it lagged, it didn't necesariliy lag the game but before the game started, it lagged the system for a bit. I 've also heard that Mesh colliders slow things down, so it's not good to use as i used it? Here is a picture of what it is. This is just one environemtn. I'm making others where it is a city like Newyork with roads and stuff and skyscrapers. ![alt text][1] [1]: /storage/temp/15287-screen+shot+2013-09-09+at+10.53.10+pm.png