IndexNames problem (1.5p5)

Rather odd problem!  

For most of my sites, there is an IndexNames setting at the global
Control block:
	IndexNames { index.html index.shtml  }
This works OK: I can have index.html or index.shtml as a site index
page.

For one site, I want the default page to be index.php :-
        Virtual {
                Host xxxx.co.uk
                Control {
                        External {
                                        /usr/bin/php { php }
                                }
                        Alias /
                        Location /usr/www/xxxx.co.uk
                        IndexNames { index.php }
                }
        }

But if I fetch the http://xxxx.co.uk/ with a web browser, I get the
message:
	No input file specified.
displayed in the browser window!  This even happens if I change the
global setting to 
	IndexNames { index.html index.shtml index.php }

Of course, the page comes up OK if I fetch http://xxxx.co.uk/index.php
with the web browser, but it would be clumsy to make users type in that
URL.

Any ideas?  Maybe there is a conflict between "External" PHP and
"IndexNames"?

Many thanks!