If you've installed a game recently that uses the newer PhysX, like I just did, you might notice that Infernal suddenly thinks that PhysX isn't installed. This is because nVidia in their infinite wisdom didn't include the 2.5.2 files in the new version, which Infernal needs.
This is easy to fix, and works for any version of the game.
1. Download this:
Mirror 1: http://www.megaupload.com/?d=LZA72HRR
Mirror 2: http://www.4shared.com/file/W2GE4qxh/v252.html
2. Copy the folder in the zip to C:\Program Files\NVIDIA Corporation\PhysX\Engine
Done! Infernal should now run without the error message.