Well i can tell you immediately that THAT isnt going to work.
Your form code cant be inside the PHP bare like that.
Lets wrap it in some tags and see if we can see anything else glaring...
Input tag on the second-to-last last line is missing it's >.
$host = 'AAAAAA';
$user = 'AAAAA';
$pass = 'AAAAAA';
$db = 'AAAAA';
$connect = mssql_connect($host,$user,$pass) or die('Unable to connect');
$database = mssql_select_db($db,$connect) or die('Unable to connect to selected database');
$email = S_POST['email'];
$firstname = S_POST['firstname'];
$lastname = S_POST['lastname'];
$pwd = S_POST['pwd'];
if trim($firstname) == "" || trim($lastname)=="" || trim($pwd)== ""
echo 'You must enter both a firstname, lastname and password!!';
$sql = "INSERT INTO users ([email],[first_name],[last_name],[password])VALUES('$email','$firstname','$lastname','$pwd')";
$result = mssql_query($sql);
echo "Data successfully inserted!!";
<form method = "post" action = "check.php">
Email : <input type="text" name="email"><br>
First Name: <input type="text" name="firstname"><br>
Last Name : <input type="text" name="lastname"><br>
Password : <input type="password" name="pwd"><br>
<input type="submit" name="submit" value="Register"
Right, so... doesnt immediately look like anything else is wrong... shift that ?> up to above the <form> tag, and see if that comes out the way you'd like.