Following one of the links provided by Mike555, I found a page where the guys behind MS Robotic Studio claim to have a managed wrapper for Ageia's PhysX.
I don't know whether this wrapper is a lite version or not (and by "lite" I mean if it doesn't implement all the functionality available in the original API), but it would be quite handy if the XNA Team could talk to these guys in order to integrate that managed API into XNA.
Possibilities could be endless for our games if that happens.
Let's hope someday we'll see an AAA physics API like Ageia's being integrated into XNA.
BTW, and switching topics to the warm-up challenge, let's thank Mykres for listing links to interesting sites that cover AI for games. Check the list out and do some reading.