Well, its quite simple.... plug a dedicated physx card, or an 8 series or higher nvidia gpu into a pci-e 16x\8x slot. Enable physx in the control panels.
Done.
Basically you need an SLI board.
Physix supposively offloads some of the crunching off the cpu and makes it better.
Just thought I'd add my query to this post.
Does a dedicated physx card require a pci-e slot and therefore probably SLI? I thought the PhysX card required a PCI slot so no SLI was required. I personally only have 1 PCI-e slot in my computer so wouldn't be able to get a physx card otherwise.
You need a second pci-e x8/x16 slot for a physx card. While you do not enable sli most boards that are not sli/xfire capable will not have a second pci-e x8/x16 slot available.
You can do it with any board that has enough PCI-E slots.
You only need an SLI board for SLI.
Of course, there's also the silly artificial restriction Nvidia imposes where you can't have a non-Nvidia primary card with a dedicated PhysX card. But there's a hack to get it working.