CGI version of PHP not working

I am running a php compiled as a CGI executable.
I try to run this (saved in test.cgi)

#!/usr/local/bin/php
<? print "hello world\n"; ?>

I get this error
[Tue Jun  6 16:18:02 2000] [error] [client xxx.xxx.xxx.xx] Premature end
of script headers: /data/www/cgi-bin/test.cgi

Same script, written like this

#!/usr/local/bin/perl
print "Content-type: text/html\n\n";
print "hello world\n";

Works without a problem

Both scripts work fine from command line when I am logged in as nobody
and when I am logged in as root. I explicitly specified the path to
php.ini, but nothing changed. Could a directive in php.ini cause this?
Ldd on php finds all libraries. (plus, it does run from command line, so
that doesn't seem to be a problem).

Here is the output when I run test.cgi (php version) from command line:

$ ./test.cgi
X-Powered-By: PHP/4.0.0
Content-type: text/html


Hello World
$

What else could cause this???
I tried running with -q switch and printing Content type myself, but
that didn't help either.

So I recompiled PHP (without the --enable-force-cgi-redirect directive,
as I think it's not necessary when php is in /usr/local/bin anyway)
./configure \
  --disable-debug \
  --enable-safe-mode \
  --enable-trans-sid \
  --enable-track-vars \
  --with-mysql \
  --enable-discard-path

Now it runs, but says this (in my browser, not error log):

No input file specified.


Thanks,
Victor