If you look at the sample programs zircher mentioned you'll noticed this. The way NG works is you move your object, then it checks if it collided with anything, and if it did moves it back to the appropriate spot. So you could now have a constant force pushing downward on your character and there is your gravity. Put something like this in your loop:
x#=object position x(obj)
y#=object position y(obj)
z#=object position z(obj)
positino object obj, x#, y#-1, z#
Or to make things easier use the SetObjectGravity() command that came with NG.
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Current Project: KillZone