if you use the physics engine (commercial or better) you've to use this:
ph_setgravity (vector(x,y,z));
am example:
ph_setgravity (vector(0, 0, -386));
But don't forget it's just a setting when you use physics objects, if you use a player move script you've to create your own gravity
Maybe you can use use this templates:
http://www.tsgames.de/OpenSource_e.html, look at the Weapon- and movement-script.
Greetings
TSGames