I solved the problem ;-)
Here is how I did it if somebody is interested:
In the config file of Apache, httpd.conf
In the LoadModule List, I changed
<IfDefine HAVE_PHP4>
LoadModule php4_module modules/libphp4.so
</IfDefine>
for
#<IfDefine HAVE_PHP4>
LoadModule php4_module modules/libphp4.so
#</IfDefine>
Same for AddModule mod_php4.c
And same for
AddType application/x-httpd-php .php .php4 .php3 .phtml
I don't really understand why it did not recognize the HAVE_PHP4 in the first place but now it works fine.
If somebody understands why, I am always interested to know ;-)
Jack