Redirect problem.... UGH!!

I am trying to put together a very simple redirect from php. all it is supposed to do is pull down the $p var and ship the user off to the destination. Ready for some code? <? #Header("Location: index.html"); ?> When I try this on a Linux server using PHP... everything works fine. The minute I put it on IIS5 (the clients server) I receive "The specified CGI application misbehaved by not returning a complete set of HTTP headers. " I am guessing this is a bu with PHP and IIS but does anyone know how to circumvent it? Thanks! Ben