@Sweetsounds:

No, it's not normal. It depends on your browser and on the server settings. With the 10.4.x settings (which afaik I didn't change in that behaviour), both Firefox and Safari don't require to append index.php. IE does. But would do *you* need it, I don't know. Not a big deal after all if everything else works.

@kaz:

I suppose you had a problem with your installation process and php has not been enabled.
These 2 lines in /etc/httpd/httpd.conf must not be commented anymore (must not begin with #):

LoadModule php4_module        libexec/httpd/libphp4.so
AddModule mod_php4.c


Could both of you send me this file to see if there is any difference with mine.
Although this has probably nothing to do with the issue, please also check in /etc/httpd/users. There must be a <your_name>.conf file containing this:

<Directory "/Users/your_name/Sites/">
    Options Indexes MultiViews
    AllowOverride All
    Order allow,deny
    Allow from all
</Directory>