The previous post is absolutely correct, it means your server doesn't understand the file extension.
What you need to do is add the relevant entries in your httpd.conf file (i'm assuming that your using apache)
<IfModule mod_dir.c>
DirectoryIndex index.html index.php index.htm
</IfModule>
you then need to make sure you are loading the php4 module, my setting is shown here (modify to suit your own evnironment)
.
LoadModule php4_module g:/php/php4apache.dll
Then after that add the following
AddType application/x-httpd-php .php .html .htm
AddType application/x-httpd-php-source .phps
You will need to restart your server for it to work
HTH
GM
