I just tried this myself with four sections of a clean vault hallway. It worked. Are you getting the red diamond with the exclamation point in the render windows of the GECK or in-game? The Red diamond indicates that the nif file is missing or invalid. This leads me to believe that either the GECK is being prevented from making a new nif of the nif is being made in a sub-directory where the geck isn't looking. My new SCOL was created in \Data\Meshes\SCOL. Do you see you SCOL there? If not, do a search for it and place it there. If you can't find it at all, then I would say that your OS is somehow preventing new files from being created. If this is the case, I'll bet you are running Vista. I don't use Vista myself, but perhaps one of these might solve it for you.
1. Remove the security from your OS.
2. In your \Fallout3\Data\Meshes\SCOL folder, look at the top right. There should be a button called 'Compatibility Files'. Click that to find your SCOL. You can then copy it from there to your SCOL folder.
3. Run the GECK in Administrator mode. Right-click on the icon and select, Run as Administrator.
I cannot attest to the fact that these suggestion will work or not. They are modifications of solutions used for using mods under Vista. But my main focus is the fact that I think your OS security is preventing the SCOL from either being made or being used.
Let me know if any of this stuff worked, or you were able to correct it another way.