Is your menu.php file set up correctly?
Wrong:
<?php
<a href="/index.htm">Home</a> -
<a href="/about.htm">About Us</a> -
<a href="/products.htm">Products</a>
?>
Correct:
<a href="/index.htm">Home</a> -
<a href="/about.htm">About Us</a> -
<a href="/products.htm">Products</a>
Alternatively, if your host/server allows SSI you could use the second example (i.e. HTML only), rename your PHP file to menu.txt, then drop the following in your HTML pages where you want it:
<!--#include virtual="/includes/menu.txt"-->
To keep your same HTML file extensions this goes in your .htaccess file:
Options +Includes
AddType text/html .shtml
AddOutputFilter INCLUDES .htm # change to .html if needed