My guess is that it is a badly configured server.
Check the source code the php files generate does it dump the php code as well, or is it just html?
If you see PHP code I would guess the web server isn't setup to send .php files to the php parser.
Its detailed in the PHP docs, but the basic lines that should be in the httpd.conf are:
AddType application/x-httpd-php .php
ScriptAlias /php/ "c:/php/"
Action application/x-httpd-php "/php/php.exe"
Could also change the DirectoryIndex line to:
DirectoryIndex index.php index.html index
Personally I have never had a problem using standard PHP code on different platforms. The only problems I have had are with system calls, but I try and avoid those when possible :-)
