Most Linux comes with apache pre-installed and should come with mod_so as well. I suggest you follow the instruction in Apache Installation Help file : INSTALL, I followed this and managed to install it on my Solaris Cluster.
Make sure you add in the appropiate admendment e.g. add-type/application etc ..... correctly as instructed in the manual.
My guess is you forgot to do this, so the file is treated as normal file, or you didn't associated the extension .html to php applcation .... so the engine treats all <?php ?> as comments ...... :-)
Dennis
Have fun!