Did you put an "AddHandler" statement in the .htaccess file?
Edit: Yikes, I'm sorry about that! Actually this is not necessary anymore using that page. I had forgotten for a moment that the method now on that page does not require that line (the "old way" we used for years" did require it).
If you post the contents of your php-wrapper.cgi file, and your .htaccess file here, someone should be able to help you get this sorted.
--DreamHost Tech Support