Gravity is disabled by default in PhysX. To enable it, add a gravity vector to the scene descriptor:
physx::PxSceneDesc* sceneDesc; // Assuming scene descriptor is created here sceneDesc->gravity = physx::PxVec3(0.0f, -9.81f, 0.0f);
You can also set the gravity vector in the scene itself:
physx::PxScene* scene; // Assuming scene is created here scene->setGravity(physx::PxVec3(0.0f, -9.81f, 0.0f));
To avoid buggy behavior, it is better to enable gravity at the beginning.
Tried with: PhysX 3.2.4, Visual Studio 2010 and Windows 8 x64