Colliders that do not collide...

Ok…I made a 2d puzzle where one need to put together pieces in right place to get picture arranged. When I drag piece of puzzle I want it to collide with grid cells so I can make piece to snap to grid cell. Not happening, OnCollisionEnter(Collision c) is not called, and no, I did not set collider to be trigger.
Every grid cell and every piece of puzzle have BoxCollider (3d, because that is how I select pieces when I Physics.Raycast(args) from camera to mouse position).
I look at them in scene view and I see them collide, but Unity is like: “nope”.
Something is rotten…help…

Hi, I did not fully respect http://docs.unity3d.com/Manual/CollisionsOverview.html so it resulted with this. Case closed, thanks everyone for trying to help.