Mouse functions not working for imported models?

Hello, I made a model using 3DS Max. I saved it as a .max in the project folder and imported it into my scene. Then I attached the following script:

function OnMouseDown() {
    transform.position += transform.up * 0.2;
}

This very simple function works for a cube (made in Unity), but does not work for my imported .max object.

However:

function Update() {
    transform.position += transform.up * 0.2;
}

This one works fine for both of them.

How can I make Unity understand the hitbox for the imported object? (I assume that's the idea)

Thanks

OnMouseDown won't work on models unless they have a collider of some sort.