Sklep666: Adding to this old thread since this is still an issue today. I already had both the Legacy drivers and the latest PhysX installed. Running as admin did nothing, moving files or directories as suggested here and elsewhere didn't either. Simply uninstalling and immediately re-installing the (same version of) PhysX did solve the issue. (Windows 10, GeForce 1060, latest drivers).
[edit: spelling]
Had this issue today, the fix is to download PhyX drivers from nvidia or install the included ones and then copy all the .dll files
from:
C:\Program Files (x86)\NVIDIA Corporation\PhysX\Common
to:
C:\Program Files (x86)\GOG Galaxy\Games\Dragon Age Origins\bin_ship
provided you used the default folders for both. This will negate the need for launching as admin or any of the other solutions in this thread and the game will just run.