PhysX is great, I recently used it for a small thing that I did in Maya, much faster than Maya rigid body.
check out the old threads:
http://www.cg-forum.com/main/viewtopic.php?t=7652
and one of the 1st physx demo
[flash width=400 height=300 loop=false]http://www.youtube.com/v/RNYLkwxF2EM[/flash]