Hi,
well theoritically it shouldn't be happen as the xslt is for the transforamtion of the XML document (If i am correct I haven't work on them)
But your problem can be solved Just do these few step make your web server to execute teh XSLT with PHP (on apache this can be done with the .htaccess and IIS you need to set the .xslt extension to be parser by the "php"
Than when ever you call that file just make sure it come through your webserver like call it with http://www.yoursite.com/myfile.xslt
And it will be done...;o)
Hope that help