Yes, that's a disadvantage with physX. You cannot have a physX object collide with a normal model, it just passes through the non-registered object.
Normally, all static objects (that means models that don't have an action attached) are registered on level loading (through physX_level_load, you can define your own function if you want to).
Whan the player is moved by c_move he gets stuck into physics objects.
I did not experience that problem, yet.