I wasn't perhaps very clear.
The pages were all created from new i.e. file --> new ..> PHP All the pages were bonefide PHP files and I was able to view the pages locally. But now when I try to view the PHP pages I get the pop-up asking if I want to open the file "index.php" where before it would just open in Firefox and display as you would expect.
I didn't rename the HTML files to PHP. I was just using how you would view HTML files in Dreamweaver as an example.