Navigate to the install disc of DAO then go to the \software folder and run the program PhysX_9.09.0408_SystemSoftware. That will install PhysX onto your computer. Or you could download the latest version from Nvidia's site.
It is already installed, when I try it says "the current installed version of PhysX is better than the version you are trying to install" So I guess it thinks that PhysXLoader.dll is not on my computer for some reason. I can navigate to C:\Program Files (x86)\NVIDIA Corporation\PhysX\Common and see it in the fodler.