Help!

I've just set up my Apache server with mySql and PHP, and for the most part everything works fine, except: I can't embed PHP in an HTML file (if my server starts up with INDEX.HTML I can't do anything with PHP, is this possible, or am I just off the deepend here?) Also, when I run a PHP file, it doesn't seem to pay any attention to the \n in the echo or print statements. I copied the examples straight from the examples on PHP.Net, and I installed everything exactly as the instructions said to, but from reading all the comments and such, it appears I'm the only one having these problems? What's going on/what am I doing wrong?