PhysX works regardless of GPU although NVidia chips when detected can be used... not AMDATI chips...
It defaults to the CPU unless you force it in the NV control panel...
Yeah get DX9.0c but also the latest PhysX drivers www.nvidia.com in the drivers section...
Can you show exactly which error you are facing?... Use snipping tool to capture the exact message box
or ALT+PRNTSCN PRTSCN whatever the print screen button is called on your KB...
Keep us posted
(hiya HowDo)
also Welcome Ubuntuz guessing your a ubuntu user lol can never get that silly OS to work properly...