help integrating php to a site

i am new to php and i am not too sure how to use it on my site. i uploaded all of the files needed to run the script but when i load the pages, example http://www.blahblahblah.com/forum/index.php

it just shows up as the php coded text. i have tried this on 3 different servers to see if that was a problem and it wasn’t please help me.