Are you sure you have your Global setting (tab: external) set for PHP-4?
Are '.php' and '.php3' refering to your php-dir (i.e. c:\php\php.exe)?
I'm running php-4.0.3 (win32) and OmniHTTPd without any problems.
Check your MINE-tab (type 'wwwserver/stdcgi' in 'Virtual' and '.php' in 'Actual')
Hope this will work for you
Harry