I've had this exact same problem. I think it's because PHP isn't installed as an Apache module (when I use it on windows I run it as a CGI program) - I'm almost certain it will work on your linux web server.
The easiest way to find out is to create an info.php file with the following contents on the web server:
With any luck the PHP Info page will be displayed, showing the weird URL you put in somewhere amongst the environment variables (listed about half way down the page).
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