Can NOT get PHP 4.1.0 to run a Windows 2000/Apache 1.3.22<--HELP!!!

I am fairly new to PHP and just finished setting up Apache 1.3.22 and PHP 4.1.0 and can not get it to run correclty. I first tried loading by module, but after trying that, apache would not load. I then tried the CGI binary mode and was able to get apache loaded correctly, but when I try and load a *.php file all I get is a blank browser window or it just opens and displays the contents of the file. I also tried running the the file at the DOS prompt using c:\PHP php.exe filename.php and all I get is PHP.exe showing the contents of the file. Is that correct?? Am I missing something in the PHP.ini file?? Do I need to make additional changes to my Apache config file?? Any input would be greatly appreciated. Thanks in advance. Mark