A .NET wrapper for the great Newton Game Dynamics Engine was released yesterday, so if you have searched for a physics engine to work with Managed DirectX give it a try. That is what I am doing right now :-)
There are many examples for Newton out there and also the SDK includes some examples in C++, so it shouldn't be a Problem to get into that stuff.
SDK Download and Links to other examples
Great examples but in Delphi but well documented
Free Fluid Simulation example in Directx 9
Definetly worth a visit also there are other great advanced tech demos (Grass,Refraction, Fluid and PRT Demos with included source) and Games
found via www.flipcode.org