Hi Komega,
Make sure that the Physics Thruster is the child of the Static Mesh in the Scene Outliner. Also, make sure that the Static Mesh is set to Movable and check Simulate Physics under the Details panel.
I just tested this in 4.2 and it works fine. Just remember the larger the object the more mass it has, so turn the Thrust Strength up as high as you need it.
Thanks, TJ