When I try to install wordpress I get "Error: PHP is not running"

I downloaded WordPress and uploaded the folder to my web server in the same directory as all the other folders and files. The first step in the read me is to open up wp-admin/install.php in my browser. I do that and I get:

“Error: PHP is not running

WordPress requires that your web server is running PHP. Your server does not have PHP installed, or PHP is turned off.”

followed by many lines of code. Please tell me what I can do to fix this.