PHP HELP

I have installed PWS and PHP 4.0.2, fine, no problem, but the reason I installed it was because I wanted to try out my scripts before I uploaded them to my server (the computer I installed PHP on is just my everyday computer - not being used as a server.) When I create a script it opens it in a .com or ms-dos (i'm running windows 98 SE), showing some sort of html code. I sopposed if somone could just tell me a check box to tick or somthing it will sort it out but as I am 14 years old and have only found out about PHP a week ago then that must say somthing. But knowing my luck it wont be as simple or even wont work the way I want. Anyway if you can tell me how to sort this out, using registry keys or whatever I would be very greatful. Alex Giles