simple question, but have you actually typed the php tags? dreamweaver may not automatically add them for you.
i know dreamweaver sometimes strips things out when you save files, and that might be whats happeneing.
just a peice of advice. dreamweaver can be great for rapid html development. but for php coding, i would avoid it like the plague. seriously, consider getting a good editor designed for php, theres plenty of excellent free ones.
im sure searching this message board for "php editors" or a similar query will yield you lots of good recomendations.