Have you compiled PHP as a command line interpreter, not just for Apache? If so does your PHP script that you are going to run have #!/path/to/php as the first line? And finally did you remember to make your file executeable (chmod +x myfile.php)?
These are all things that are needed to run a php script from a cron job, unless you want to run the script as a web page, and then you can just have your cronjob call lynx and have lynx call the correct page.