I copied the code from this site exactly: http://davidwalsh.name/web-service-php-mysql-xml-json as follows,

/* require the user as the parameter */
if(isset($_GET['user']) && intval($_GET['user'])) {

/* soak in the passed variable or set our own */
$number_of_posts = isset($_GET['num']) ? intval($_GET['num']) : 10; //10 is the default
$format = strtolower($_GET['format']) == 'json' ? 'json' : 'xml'; //xml is the default
$user_id = intval($_GET['user']); //no default

/* connect to the db */
$link = mysql_connect('localhost','username','password') or die('Cannot connect to the DB');
mysql_select_db('db_name',$link) or die('Cannot select the DB');

/* grab the posts from the db */
$query = "SELECT post_title, guid FROM wp_posts WHERE post_author = $user_id AND post_status = 'publish' ORDER BY ID DESC LIMIT $number_of_posts";
$result = mysql_query($query,$link) or die('Errant query:  '.$query);

/* create one master array of the records */
$posts = array();
if(mysql_num_rows($result)) {
    while($post = mysql_fetch_assoc($result)) {
        $posts[] = array('post'=>$post);
    }
}

/* output in necessary format */
if($format == 'json') {
    header('Content-type: application/json');
    echo json_encode(array('posts'=>$posts));
}
else {
    header('Content-type: text/xml');
    echo '<posts>';
    foreach($posts as $index => $post) {
        if(is_array($post)) {
            foreach($post as $key => $value) {
                echo '<',$key,'>';
                if(is_array($value)) {
                    foreach($value as $tag => $val) {
                        echo '<',$tag,'>',htmlentities($val),'</',$tag,'>';
                    }
                }
                echo '</',$key,'>';
            }
        }
    }
    echo '</posts>';
}

/* disconnect from the db */
@mysql_close($link);
}

And the php doesn't execute, it just displays as plain text. What's the dealio? The host supports PHP, I use it to run a Wordpress blog and other things.