GeForce GTX 460 should have full PhysX support, shouldn't it?
I regret I don't have a CPU that can handle it, so I don't know how to enable it. Other than checking "Nvidia PhysX" in the control panel, and frobbing the options there (particularly the "settings" tab->"hardware device selection" radiobuttons), I have no good suggestions, I am afraid.
There are diagnostics on the same tab that might help you.