Usman Sajid :
I have plugged DVI-D cable in DVI-D but Nvidia Control Panel says Physx is on DVI-I.
Your graphic looks the same as mine does. The little black line from your monitor to your connectors is showing it connected via the DVI-D cable. The larger blue PhysX delta is a general indicator showing its using your video card (versus your CPU).
If you want to test whether PhysX is active, go to the top menu bar of the Nvidia Control Panel, select the "3D Settings" tab, and then select "Show PhysX Visual Indicator". Then play a GPU accelerated PhysX game and a graphic will appear on the screen telling you "PhysX > GPU" if all is set up correctly.