GnR said, some users had a wrong working Physics simulation,
thats really worrying.

Sure an enduser should not have to do more than doing a
doubleclick.
Wich obviously ends up in the requirement to
use an installer that handles all installations.

Anyone else having a problem running PhysX?

Some small recent games of mine:
Griefer 4k http://damocles11.byethost9.com/griefer4k.html
Kobold 4k http://damocles11.byethost9.com/kobold.html
Cave 4k http://damocles11.byethost9.com/cave4k.html