Since he's not using NT and IIS, that's not going to help.
Anatoly, either PHP isn't installed on your system, or your httpd.conf file does not contain the directives necessary to activate it, or you installed PHP after the httpd server was already running and you have not restarted it.
Start by checking with RPM to make sure that the PHP module has been installed.
If it has been, look at httpd.conf to ensure that it contains lines like this:
LoadModule php4_module /usr/lib/apache/libphp4.so
AddModule mod_php4.c
AddType application/x-httpd-php .php .php4 .php3 .phtml
AddType application/x-httpd-php-source .phps
These may be either in httpd.conf, or an included file such as addon-modules/php.conf.
If they exist, do this (as root)
service httpd restart