How to change settings of multiple objects?

Using the latest Blender 2.63 in Win 7 64 bit.

Let’s say I have 1000 cubes. I want to change the Physics properties of all of them. Let’s say I want to enable Rigid Body for all of them. This is not possible by selecting them all and simply turning on Rigid Body option as it only affects the active object, not all selected objects. How to accomplish this?

Thanks,
Paapaa

Thanks, solved!