BloodyMess is the latest version of a wrapper for nVidia's (former AGEIA's) PhysX engine, called NxOgre. This version is a complete rewrite and is still in development. Step-by-step, more features will be implemented and in the end, it will support many different physics scenarios, such as different kind of actors with different shapes, volumes, characters, cloths, fluids and so on.
With this new version, a separation between the intrinsic physics code and the renderer specific code was realized. So BloodyMess can now be used with different render systems. One of them is Ogre, for which there are extra classes that combine the physics code with Ogre specific things such as SceneNodes and Entities.
So, all in all, BloodyMess is an easy way to combine Ogre with the powerful PhysX engine.
For any problems you encounter while working with BloodyMess, as well as for detailed questions and propositions, please visit the NxOgre OgreAddons-Forum.