Paste me your PHP code if you would, you have to be sure to include the PHP delimeters ?>;
Also, try a simple script like:
[Contents of test.php]
phpinfo(); ?>
[EOF]
Additionally, PHP may be working but you may have an error and may have display_errors turned off in /etc/php.ini, hence the blank page with nothing but header information.
Try turning error debugging on in /etc/php.ini (display_errors on), restarting httpd (/etc/rc.d/init.d/httpd restart), and accessing the page again. You won't be able to execute php scripts in cgi-bin, so don't bother trying there.
Hope this helped,
Nathan