This drove me nuts at first too.  GKD is right, the object is the right size, your scene is just far larger than you think it is.  Look at the parameters (usually the scene is something like 100000 x 100000). 

Note that you can highlight an object in the menu, then hit the number zero to move your camera to the object.  You can also change navigation between large, medium and small by highlighting Scene in the menu then use the second tab above to change scene parameters.  Finally, on the edit drop down menu there is a selection for "move object to origin", just be sure you have the object you want to move highlighted when you select this.

good luck

Klebnor

Lotus 123 ~ S-Render ~ OS/2 WARP ~ IBM 8088 / 4.77 Mhz ~ Hercules Ultima graphics, Hitachi 10 MB HDD, 64K RAM, 12 in diagonal CRT Monitor (16 colors / 60 Hz refresh rate), 240 Watt PS, Dual 1.44 MB Floppies, 2 button mouse input device.  Beige horizontal case.  I don't display my unit.