Open-save .php file error instead of execute?

On one site I'm working on I occasionally get an error where instead
of executing the PHP file as per normal, the browser sees the page as
a file (therefore opens up a execute/save pop-up).

All these pages work fine locally on my Apache/WinXP but produces
these errors on the remote server (Linux/on Apache/1.3.34).

Where do I start looking?

I suspect there's some malformed headers being produced/sent as some
of the scripts use re-direction.

Or is it some basic Apache misconfiguration (it's on a remote hosted
server)?

Adam.
.

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