i see your using a tutorial!!!
Try looking at the php error log.
Or you might not entering .php as an extision, windows actomatically hides file extension so like when you create a new text file
i wont show the .txt part. this is easy to fix.
in vista go into a folder and click organize then click folder and search options, when the box pops up select the view tab at top and then look for "Hide extionsion for know file types" uncheck the mark beside that then click on ok now it should show extions of the files,
To do that in windows XP click on tools then folder options then click the views and uncheck the mark beside "Hide extensions for know file types" then Click Ok.
Then make sure you file name ends with .php. also make sure in wamp you save you files in the www folder and
type in your web browser 127.0.0.1/whatever.php to view the files instead of clicking on them.