Fastest is to do it manually. Open the outline and preferences window close to each others. Set preferences window to the physics tab. Select cube in outliner, set setting in physics tab, repeat… You should easy do 10+ per minute -> 100 in less then 10 minutes.
The alternative is to write a blender python script. I recommend the blender python forum for that. But it probably not paying of until You have 1000+ objects.
If You really lucky a script exist - but I have not heard of any. Heard of a copy logic script (but have no idea how to find it) but not a copy physics script - but it still may exist.
I think there is a way to copy physics from one object, to the other. It was possible in 2.49b, it should be possible in any of the 2.5x. Try searching “Physics Copying Blender 2.5”, if you can’t find anything you’ll have to do it manually.
You can “copy logic bricks to selected” from one object and that will apply that set of logic bricks to all the other objects that are selected. That was what we tried first, but it didn’t do the rigid bod thing. I tried “copy physics” but there doesn’t seem to be such a thing anymore, unless I’m missing something. It would be a good thing to add to newer Blender I think, unless there’s a good reason you can’t anymore.
But I agree with the previous; at this point, unless you have a gillian of those things, the best way to do it would be manually. Select each one, and just hit the rigid bod button.
Take it as a learning experience.
“I will not duplicate a lot of one object till I have the bugs out of the prototype” a thousand times. Worked for George Washington.
Probably last year (when this question was asked) the actual version of blender didn’t had this option, but for anyone who lands on this page, I tell: you can select the object with the desired physics, then select the ones you want to have the same settings, hit space in the 3D view, type in: “copy game physics”, then select “Copy game physics to selected” option. That’s it for version 2.63a. Hope it helps someone in the future!