1st install: IE doesn't show anything

On a WinXP machine I've installed MySQL 4.1 successfully and I followed the
manual steps for installing PHP 4.3.9. When I "open with" IE a test.php file
nothing happens - no IE window, no extra process, nada. Same thing if I
start an IE window and then use its address to attempt to open the file -
nada is shown, just the same directory contents. Here's the file contents:
<?php
phpinfo();
?>
Is this a PHP or an IIS 5.0 problem? I've never tested whether my IIS is
running properly.