I just got the retail copy, decided to try in Linux w/ CXGames 8.1.0 on Ubuntu 9.10
Install seemed to go well, it crashed when it got to the PhysX installer (I haven't tried running this manually).
Installed DX via the Configuration > Manage Bottles > Install Software.
When I launch the game & get to the preloader and click on play, I get a failed to authenticate disk message.