“Cannot modify header information” (another one here)

Here is the error message:

“Warning: Cannot modify header information – headers already sent by (output started at C:\xampp\htdocs\redbulletwp\blog.php:9) in C:\xampp\htdocs\redbulletwp\wordpress\wp-includes\pluggable.php on line 694”

I’m trying to get my blog showing on a blog.php (www.website.com/blog.php) page on my root and have wordpress in it’s usual folder website.com/wordpress. In my blog.php page, I have this at the top:

<?php
define('WP_USE_THEMES', true);
?>

Then this where I want to call my wordpress stuff:

<?PHP
 require('./wordpress/wp-blog-header.php');
?>

I have removed all spaces from the blog.php page. Any ideas what’s wrong?