You could try Mesh>Extract...which MAY extract the pieces into the seperate parts they were in when created. So RMB...object mode...select car then Mesh>Extract...IF it wasnt in seperate pieces when saved you may be having to do what jsprogg said.

You can also pick 1 face somewhere central on an object 'piece'...then hold down SHIFT and use the > key to increase/expand. Im not sure if obj have layers in the outliner?? jsprogg?

cheers bullet