Your going to need:
NVIDIA PhysX System Software WHQL Version: 9.09.0203 Release Date: February 10, 2009 Operating System: Windows XP, Windows Vista (32-bit and 64-bit) Language: U.S. English File Size: 39.2 MB
Installer update only from 9.09.0121 to resolve some installation issues on non-English operating systems. Supports NVIDIA PhysX acceleration on all GeForce 8-series, 9-series and 200-series GPUs with a minimum of 256MB dedicated graphics memory. Experience GPU PhysX acceleration in many games and demos, some of which are highlighted in PowerPack downloads on http://www.geforce.com/. Resolves PhysX SDK runtime issues with multi-GPU configurations in Hybrid environments. Improves performance of some PhysX enabled games on GeForce GTX 285 and GTX 295 products. Resolves occasional system crashes when PhysX is enabled on some systems when running on EA’s Mirrors Edge. Runtime upgrade ONLY for AGEIA PhysX processors users. (New installations should install older PhysX system software such as version 8.09.04 – prior to installing this update). Includes the latest PhysX runtimes used in the latest game titles. Supports NVIDIA PhysX acceleration on GeForce via CUDA 2.0 for SDK versions 2.7.3, 2.7.2, 2.7.5, 2.8.0 and 2.8.1 (requires graphics driver v177.81 or later). Includes all the latest PhysX SDK Runtimes. Supports control of your GPU PhysX configuration from the NVIDIA display driver control panel. GeForce 200-series, 9-series, and 8-series GPUs AGEIA PhysX Processors (All)
Then to prove this is working your going to need:
I found Physx to be of little or no benefit. and in my weak hybrid SLI setup I found this did more harm than good with respect to performance in games that don't support Physx. I wouldn't make any purchase decisions based on this technology. Besides ATI will have their answer to this very soon as well. The ATI chipsets support 800 Stream Processing Units compared to 128 on a 9800 nvidia. This will likely yield spectacular results.