sp0rk is right.
But, if I may add, don't forget that if you're using that within an html document, you need to put php tags around that:
html code blah blah blah
more code blah blah blah
<?php
include("something.php");
?>
html code blah blah blah
more code blah blah blah
... because "include" is a php function. But, you probably already knew that :-)