You would have to have your host change this. There's an article here http://www.developer.com/lang/other/article.php/912381
If you're hosting your own site, you could edit the apache configuration file to
-- Quote from above site --
For example, if you wanted to parse all html documents as php too, you would change the line to:
AddType application/x-httpd-php .php .html.
-- end quote --
If you don't have access to that and your host won't do it, you could always make .php pages and keep the .html, but when someone goes to the .html, you do a quick redirect to the .php for that page. It all depends on how many pages you have, but that's just an idea.
Hope this helps.