anchor name on URL

If I had a page written in HTML and I had a named anchor on that page <a name=myAnchor></a> I could position the user at the anchor by http://myPage.com/myHTML.htm#myAnchor but I can't seem to make this work if the page is generated http://mypage.com/myPHP.php#myAnchor I've tried both FireFox 3.0.4 and IE 6 SP1. Maybe I'm naive to even expect this to work. Should it work? If not, how can I (can I even) position the user at some point into a long page when the page is generated on the fly? Thanks, Stan