don't know the precise answer, but you may find what you need here: sketchup faq's

those are acad's polygon lines -used to create 3D faces. i do not believe there is a way to get rid of 'em.

but, of course, you can erase them from sketchup.

pretty late, but when you import, check the option for 'merge coplanar faces', or if you have sketchup 5 just right click the object with the problem and 'merge coplanar'

5, that's great advice. I had same problems earlier, and end up erased all the lines. It will be quicker to creat those walls directly in sketch up. I will try your suggestions out. Thank you!

are they within a group? if so you have to double click the item to enter the group, so you can assign materials.