First try reproducing the problem in one of the demos, like boxstack.
Then search the group for "sink", you'll find comments regarding the max
correcting vel, variable timesteps, huge timesteps, wrong collision
data, etc.
If you still can't figure out where the problem is, post your code
somewhere like pastebin.com so we can have a look at it.
--
Daniel K. O.
"The only way to succeed is to build success yourself"