How do you detect collisions with fast objects like bullets? I am currently trying to make a tank to work in the game engine. I have the body roughly done and am trying to get the gun to work. Just making the barrel create a shell at a high velocity doesn't work because the shell travels to fast for the engine to detect a collision. If I have the velocity down enough that the collision is detected, the shell doesn't really have enough speed. 

Are there any other ways to make a shell behave like a bullet and still detect collisions? I've tried making the bullet larger, but that still doesn't always collide.
In the physics tab turn up the Physics Steps > Substeps. This will calculate physics in between frames.