I've developed a simple player movement code using PhysX and decided to contribute it as it seems that there are a lot of people having problems with characters and PhysX. It's using PH_RIGID and PH_CAPSULE
Includes walking, running (shift key) and jumping. As player is PH_RIGID, you can have many advantages, such as:
-proper inertia when jumping of falling
-correct interaction with other movable objects, such as boxes
-player speed on high slopes is lower
Link with code and demo level:
http://www.mediafire.com/?zgji7nizozqk748