i have make bounding box for my character, to collide it with other object for example trees, do i have to make those trees bounding box too...? if that true...so for every single object in the world i want to use collision system.. have to own a bounding box/sphere ? isn't it consume much performance?

Yes, for every item that you want to test for collision with you will need 1 or more bounding primitives (if it was a model of a person you would use many bounding primitives). The calculations for intersection are prety simple in most cases so it isnt that CPU intensive, especially when optimised.

Try here for intersection algorithms.

ace

You will want every single object in your scene to have a both bounding box and a bounding sphere. Checking a bounding box against another bounding box, or a bounding sphere against another bounding sphere is orders of magnitude faster than going down to the polygon level to check for exact collisions, so its a good way of quickly eliminating the possibility of a collision between objects. Only if the bounding boxes/spheres intersect do you have to go down to a finer level of collision detection. So, it'll add performance and not consume it.

DirectX also has functions built in for computing the bounding boxes and spheres of your meshes for you:
Geometry.ComputeBoundingBox and Geometry.ComputeBoundingSphere