Go into weblog config , preferences.... and tell it your extension should be PHP not HTML.
Then alter your other templates, make sure the output file has a php extension. When you rebuild, it will rebuild your files with the php extension.
(AFter rebuilding, you'll want to go in and delete the .html files on your server, especially if they're index files -- because the default is to find the index.html file -- so it won't pull the index.php file unless the index.html no longer exists ... blah blah blah ... basically delete the old files when you've rebuilt and new php ones have been created