I'm pretty sure that will not work, but hey you may as well try it
. The 9800GX2 is based on the G92 while the GTS250 is based on the G92b. Even though it should be technically possible (you can SLI a 9800GTX and a 9800GTX+ card after all), I don't know if the drivers will allow you to do it.
If not, then you could just use the GTS250 as a PhysX card