Fist you have to initialize physX.
Do it in your main script:

Code:
function main()
...
	wait(3);
	physX_open();
	pX_setgravity(vector(0,0,-10));
	pX_setccd(1);
	wait(1); 
...


now you can write a simple script for a box for example.
Code:
action PhysX_box()
{
pXent_settype(my,PH_RIGID,PH_BOX);
	pXent_setelasticity(my,80);
	pXent_setdamping(my,20,5);
}


and now you can shoot a box