Are you using dreamweaver to create the PHP pages? If so, make sure you are placing the .oam package of edge into dreamweaver.
Also, is it previewing in the dreamweaver live view mode?
Like hyadav stated, make sure you have the appropriate files in the appropriate places :-)
Also, are you familiar with PHP (to the point of knowing if you are placing the Edge code in the header and body respectively (If you are calling "Included" pages, you may have the HTML sections also being "included" (I've seen this often), which means you need to know where to place the Edge files. If you are not sure, please post the entire page code (with the HTML and PHP code).
I haven't gotten into calling Edge from any included pages yet but that could be problematic if not done right also. For example, the browser requests the HTML page which calls things in order (meaning your .css pages often get called first and could be rendered before the PHP code is translated? In other words, make sure the load order is correct :-)
Just some thoughts...
One last thing to check is to use some of the debugging options available in major browsers to see what's going on. Josh Hatwich posted to our blog last year about some common tools you might be able to use.
Hope that helps!