Well, the first thing to do is to make sure your user is a shell enabled user. Once that is done, you should be able to connect to the shell via an ssh client program running on your computer.
Once you have completed those steps, if you have a specific question, post back and I'm sure you will get more specific help.
As for the PHP scripts, there are any number of reason a given script might be causing you trouble, including (but not limited to) the version of PHP you are running, various PHP configuration settings, and the fact the DH's default PHP runs as CGI under suexec.
If you post a link to the script itself, maybe we can tell more about what is going on.