As a security precaution, do not put your cron PHP files in a directory that can be browsed to by the webserver. You can test them by calling PHP from the command line.. php scriptname.php. For more information on using PHP from the command line look here: http://php.net/manual/en/features.commandline.php
Also, keep in mind php command line tasks do not have a time limit enforced on them. This is a good thing if the task needs time, but it does mean they can hang more easily.