It seemed to go fine until the PhysX setup. Every time I launch the demo I get a message saying:
"PhysX SDK not initialized. PhysX System Software will be installed."
I click OK, let it install and click finish. Then run the Demo again. It then give this same error. I tired it 3 times with no luck.
I have PhysX installed for other Steam games.
Just thought I would throw my experience in.