You should read the INSTALL file that comes with PHP very carefully before using Apache and PHP. It has instructions which tell you how to make Apache pass PHP scripts to the PHP interpreter. Briefly you must add lines like:
AddType application/x-httpd-php3 .php3
AddType application/x-httpd-php3 .phtml
or for PHP4 just:
AddType application/x-httpd-php .php
to your Apache srm.conf file. Note that this has changed for PHP4 betas where the type became application/x-httpd-php4. The best place to find out is in the INSTALL file that comes with PHP.