Sounds like either your mime-types aren't config'ed properly on the webserver (ie. it doesn't recognize the .php extension as needing to be parsed) or you've got a hidden extension on the file (if you're using Notepad to edit).
Check out the appropriate installation section of the PHP manual for the webserver you're using. If it's IIS, don't worry 'bout the lack of XP doc's...... since XP is just a prettied-up version of NT (with more eye candy and a GUI looking like it's aimed at a target age group of about 3 years old🙂, the installation is the same. Post back if with more info 'bout your setup (ie. webserver, whether PHP is CHI or ISAPI/module, etc.) and I'll see what I can do to give you more specific info.
-geoff
