Hi Kim,
It's got absolutely nothing to do with PHP or any other kind of server-side scripting ... just an HTML form with the fields that they supply you with. That's why they won't be providing any support ... there wouldn't be any anyway!!
(You may also want some javascript to do a form check, but that's for a different forum).
Essentially, what happens is this: After the customer has typed their details into the form and clicked the submit button, the form 'action' sends the data securely to whoever's handling the transaction (authorise.net, worldpay, etc) using https (instead of http) to a supplied URL.
Assuming you use the web_link method, they specify the fields in this pdf and I'd be very surprised if they couldn't supply you with a template HTML form.
Hope that helps.
Paul.