Collider shifted in scene view

Using Unity 3.3.0f4

In a 2D Shooter, I have a textured plane which is child of a GameObject with a collider.
GameObject & Plane are set to standard position & rotation (0,0,0),
The GameObject is scaled (1,1,1) and the plane is scaled (0.002, 0.002, 0.002).

I made this a prefab displaying a bullet shot by the player.
While creating the prefab, I was wondering why I had to adjust the
position of the collider(0, 0, -0.015) for it to be centered on the plane.

However when I instantiate it, the collider is "shifted back" again.

So basically, while editing the game, my collider is shifted (0, 0, 0.015).
While playing the game, the collider position is right/not shifted.

My Question is: Why? ;-)

PS
After getting answered this question, I know whats wrong, so I can work with it -
so I do not really have a problem with it at the moment.
It is just that...
well, I know it is not right this way and want to know what is happening :-)