Do any of your php pages show as "proper webpages" in FF? It's just possibel that the Apache webserver, although installed, is not on. I am not familiar with WAMP (I use XAMPP), but I assume it has a control panel - check to see if Apache is on.
In addition, perhaps it would be useful to check your hosts and vhosts files - usually something like this):
C:\Windows\System32\drivers\etc\hosts
C:\xampp\apache\conf\extra\httpd-vhosts.conf (yours will probably be under some sort of wamp directory).
The hosts file (note no file extension) should contain something like:
127.0.0.1 localhost
::1 localhost
The other file should contain something like:
NameVirtualHost 127.0.0.1
These files are where you'd add your virtual local sites
//EDIT
Just looked over the first couple of posts again:
header('Location:http://www.yahoo.com');
If the above won't work, it's not because you can't find the localhost through the header command, it's probably because php
won't run at all in this location (localhost).
Can you run a simple
page?