Salty try this. This worked for me: After getting the error, go to C:\Program Files (x86)\Steam\steamapps\common\metro 2033\install then hit the physx.exe, and it will uninstall. After it has uninstalled, hit .exe again and now it will install it. then restart your computer. after that go to steam and start the game there and it will work. I had the same problem on my craptop and might on this computer, I think this is what I did.