installing...

Hi to all! This is my first time on the list (I am so nervous). I have been using php for a while but the pages I did where stored in a server. No I am installing it in my Windows 98 machine, but I cannot configure it ok. Please ask me the information you need in order to see where I made a mistake. Until now I can tell you one thing: after doing all the configuration process when I double click on a .php file I can see the html code of the page very quickly in the screen, but when I browse an html page that has a link to function.php, the browser does not recognize it. I really appreciate any help... Thanks a lot, Nicolas ps: I downloaded the latest version of php.