hi, i was having troubles like this as well. In my case (which seems similar to yours) i was trying to put my user authentication files outside of the web tree for security.
the most secure and still easy way is to put a #!/home/bpia/php (or whatever path) at the top of all files that you will using the 'include' statement. i believe that this is what perl scripts also do to get the parser to look in the correct place.
for another explanation, and proably a better one, is found here:
http://www.phpbuilder.com/manual/security.php
try it out. and let me know how you like it.
matt