Yeah, I have actually done this w/o darkphysics. So you set up physX normally, making sure you add its libs to your project, then in the actual code, you can use some of the sample code to initialize it all, and to position, for each object use this code:
D3DXMATRIX posmat;
float matrixget[16];
actor->getGlobalPose().getColumnMajor44(matrixget);
posmat=matrixget;
dbSetObjectWorldMatrix((int)actor->userData, &posmat);
this code uses the method used in the samples not keeping your actor objects but jsut looping through them all in each frame. I use the userdata to store the DarkGDK index number.