If you don't have access to php.ini (e.g. if on an ISP), then on a UNIX host you can over-ride PHP.ini by using simple directives in a .htaccess file. This is a simple text file placed in a directory to modify how Apache and/or PHP treat files in that directory.
E.g. to auto prepend a file called pre.php to every script in a directory place this line in a file called .htaccess in that directory:
php_value auto_prepend_file test.php
This is for PHP4, v.3 is slightly different.
This works if Apache has been set to allow this, but I think it is commone for it to be so.
Hope this helps, see the apache.org site for more info.
Paul