On Apache-1.3.20 with PHP installed as a CGI binary in 
/usr/local/bin/php, whenever I place a PHP script in my 
cgi-bin, chmod it to 755 (or 777), the script will 
execute, however before any output #!/usr/local/bin/php 
appears on the top.
Command Line
./configure --with-mysql

When I run the script at a shell, it does not output the 
#!/usr/local/bin/php at the top. It executes normally.