How to move a shape?

I want to move a shape in a given direcion. The problem is, that it seems to fail already at the basics.

I tried to move my shape via the setVelocity() method like described in the documentation and in GPGT. So I did:
myShape.setVelocity("10 10 10")

But the shape doesn't move. The function returns TRUE saying that everything worked fine. But when I then do
myShape.getVelocity() I get
"0 0 0"

Why? What did I wrong? Did I forget something?

The applyImpulse() method also doesn't seem to have any effect on my shape.
I tried and read many things, but didn't get a solution. What do I have to do to get an object moving?

Thanks in advance.