running a php script in /cgi from /web

Folks, I've searched through the archives of the general mailing list and cannot find the answer to my question. My web hosting service requires ALL scripts run from /cgi. I've tried putting <?php ?> and <SCRIPT language=php SCRIPT> in my HTML files (located in /web/???) to run php commands but they aren't working. The web hosting "tech support" can only tell me that all php scripts must be located in /cgi; NO php code allowed in /web directory. So, how can I load an html file from /web, but within that file run a php script from /cgi? Thanks, and I'm sorry if this IS available in the archives. Dale