I just meant that it's not a simple "addCircle" or "addBox" function to apply physics to anything with Box2D because it doesn't have "addCircle" or "addBox" or similarly simple functions. There's a minimum of 4 lines of code to initialize each circle or box (2 line if you reuse shape definitions (what you use to initialize new physics bodies)).
However, since these lines of codes are essentially the same with a few differences (size of shapes, density, etc.), you can put these lines of codes into simpler functions (that you have to make) so it's easier to initialize each movieclip in the stage. But Box2D doesn't provide these simple luxuries right out of the box.
If you haven't already, download the Box2D Flash zip (
http://www.box2dflash.org ) and unzip/extract the files, and open up PhysTest.fla in the Examples folder and test the movie. You can look at the code used in the .as files in the Examples folder.
Also, the density HAS to be more than 0 (zero) unless you want them to be static (non-moving). This is because 0-density doesn't make sense physics-wise in the same way dividing by zero doesn't make sense mathematically. But putting any sort of density more than zero will make them behave normally.