in help you have physx menu screenshot in The Plug-in Interface
friction ramp sample screenshot
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Works fine, does not stop at 10th frame, menu was from start.
If you do not see it that may be becouse you are using your own custom ui, if so you need to add it manually, as for hang, if you are using ati gpu somthing like this could happen but not know for sure, simulation works on my end, only a bit slow (4 ROP's, using integrated gpu, but still samples work)
Unless you are using old 1.0.6. If so check your manual