Your title and message say 2 different things so ill try to answer both.

To make a physbox not hurt you need to change its strength to 0

Strength is the 10th item down in the list of properties, as for stopping it cause damage im not sure what you mean, is it moving about when you dont want it to? is yes then go into flags and tick motion disabled this will stop it from moving.

In one of my maps I have a destructable room, all the walls are physbox's and are set to motion disables and only break on trigger, then the bomb site is set to trigger these to enable motion and break when the bomb goes off.

Hope this helps post more info if it dosent and I'll try to help