I have compiled and installed PHP 4.0.4pl1 without problems, and we run it as an external binary from our Web server (SAPI CGI).  

However, when I install the current Zend Optimizer and add the appropriate lines to the php.ini file:

zend_optimizer.optimization_level=15
zend_extension="/usr/runtime/src/lib/ZendOptimizer.so"

it now spits out the first line of any script the server runs, i.e., for a script such as:

#!.php
<?
echo "Hello, world.<BR>";
?>

it will produce as HTML output:

#!.php
Hello, world.

I have checked to make sure that it's only these lines in the php.ini file -- when they are removed, it works fine.

Please note that I had already seen bug #8898 (where this problem occurred for -anyone- using the SAPI CGI) and made the diff suggested by that author, which fixed the problem when I wasn't using the optimizer.  I suspect that use of the optimizer is sending the CGI SAPI down a different path to a similar bug but I haven't been able to track it down.