Not sure what OS, etc you are using.
But you have possibly forgotten to add a '-D PHP4' to your apache 2 conf file.
In Gentoo the file is in: /etc/conf.d/apache2.
Simple add the '-D PHP4' to the line:
APACHE2_OPTS="-D SSL -D PHP4"
Don't forget to restart apache.
If you are using PHP5, change the 4 to a 5 🙂