Well, if the PHP code is not being processed you must be a victim of one of the following:

A) Not have the right file extension (make sure it is "name.php" and not "name.php.txt" or "name.html"

B) Not have the PHP file in the root of the server (so PHP can process it)

C) Not have PHP set to process .php files.

Also, I recomend installing WAMP as it is a GREAT OS system for running multiple versions of PHP4-5, MySQL 4-5, and Apache 1-2 with no added headaches. A lot easyer than installing them on your own - plus it is pre-configured.