I had already installed Ageia system software 8.02.12 and SDK core 2.8.0. Then I tried all three files PhysXPlugin_rev9_for_3dsMax9_physx270.exe, PhysXPlugin_rev9_for_3dsMax9_physx272.exe, and PhysXPlugin_rev9_for_3dsMax9_physx273.exe. But none of them works. The error message is "3D max is not found. Do you want to install this plug-in any way"? I already installed 3D Max under directory C:\Program Files\Autodesk\3ds Max 9. Even I installed it, it will show error when loading pxplugin.dll.
pleaes try the latest installer. It fixes the problem.