make sure you are Loading the module with the correct path specified! i had the same problem this morning and just added single quotes to the path!!!
LoadModule php4_module 'c:/Program Files/PHP/sapi/php4apache2.dll'
###Then i loaded this other support module:
LoadModule php4_module mod_php4-4.1.2-module-mysql-ftp-imap-freetype-gd.so
and as Scott said:
<Files *.php>
SetOutputFilter PHP
SetInputFilter PHP
</Files>
and this types regs
AddType application/x-httpd-php .php .php4 .phtml
AddType application/x-httpd-php-source .phps
obviously remember to copy the php4ts.dll to the system32 dir!!!