I hope someone can help me with this as I cannot find an answer any where else.

I have installed Apache 2, and php4 on my WinXP home machine.
The problem I am getting is that when I embed php script in html pages the script is not getting run.
So the following page will only display goodbye in the browser.

PHP Code:
<html>
 <head>
  <title>PHP Test</title>
 </head>
 <body>
 <?php echo "<p>Hello World</p>"; ?>
 goodbye
</body>
</html>
The strange thing is if I navigate to a file with the php extension with php code in it works fine. This file was called http://localhost/hello.php
PHP Code:
<?php echo "hello world"  ?>
Hello World is displayed in the browser.To setup PHP I followed these instructions
When compared to the official PHP installation instructions I have done everything right. I think.