It sounds very much like you do not have PHP installed on your machine, or if you are using a hosting account, that they do not have PHP installed.
If you are developing and have installed PHP locally then there is a problem with your installation.
I've downloaded a program called "XAMPP" (as you can see in the attached image), from the link seen on PHP's official website.
I downloaded it from:
http://www.apachefriends.org/en/xampp-windows.html
Basically, this application is a combination of "MySQL", "PHP", "Apache" & "FireZilla ftp" (as it can be seen from the attached image).
In the attached image, you can notice that:
>> next to "MySQL", it says "Running"
>> next to FireZilla", it says "Running"
>> next to Apache, it DOES NOT say running
BUT in the message area (white spaced), it DOES say "Apache service started", so does it not mean the Apache is ALREADY RUNNING or does the missing "Running" means it's NOT connected ???
Does it get connected easily OR do we have to wait & try AGAIN & AGAIN to get connected to Apache ???