Though you can plug in the open-source standards like physX or newton. But these are engines too so i'm basicly telling you the same. Usually the game engine's are build on a framework (as 3dgs is build on directX). And as directX and XNA offer a variaty of features you can also take a rendering engine (like ogre) and add some other open source standards to build a engine.

But game engine's aren't needed to build a game. You can build it from scratch too with directX, but as doug said you will have to program a hell of a lot more. But the good side of that is that you can do everything exactly the way you want in stead of having to use the features of the engine builders