@ HowDo: Mostly this happens when your objects are too fast and are simulated in one frame "before" and in the next frame "behind/after" the object it normaly should collide with! (I had that problem back in the last DPhysX-Comp-2006, where ccd wasn't implementet for spheares at all!)
I limited the max speed of my object and when it was over this speed, I resetted it to the max value! Also I checked if the object was within the arena (area where the physics of my game took place) or if it was outside of this area/box, when it was outside I resetted it to it's last position so it was minimal intersetcting the wall/box of my arena! It all worked so far, but was most possibly not the best way to do it!
I suppose your problem is that the objects pass through each other instead trough your "arena"/box, so I would try to limit the max possible speed the objects could reach! BUT this is again very suboptimal, because you have such a big amount of objects! (It mostly would cost you too much frames, checking each objects speed etc.!)
Also you might try to make the objects not that small and instead makeing them a bit bigger! This way they occupy more space and a "passing-through"-effect should be lower, cause the possibility should be higher that they really hit each other!
It looks very "interacting" and is sure a nice demo! (And if the object number is high the "misbehaving"/"bad" objects will be hard to see, I would say!)
Well, I lost many words, which won't help you much I suppose, sorry!
Hoozer
