Once php has been installed on apache server, why I cannot run php program on it, any idea?

the server must support php, then you can use it

You need to add support to apache as stated something like this if you have apache2;
APACHE2_OPTS="-D PHP4"
On my distro (Gentoo) its in /etc/conf.d/apache2/apache2.conf
Each distro may be a little different like /etc/apache2/httpd.conf

what versions of apache and php do you have?