Can it be done! I am using Entropy Banner to display banners on my .php website. Entropy banner is designed for .shtml websites. I am supose to place this code <BLOCKQUOTE id=quote><font size=1 face="Verdana, Arial, Helvetica" id=quote>quote:<hr height=1 noshade id=quote> &lt;!--#exec cmd="cgi-bin/entropybanner.cgi"--&gt; <hr height=1 noshade id=quote></BLOCKQUOTE id=quote></font id=quote><font face="Verdana, Arial, Helvetica" size=2 id=quote> in my .shtml website to make it work but all my pages are in .php . Can I make this work? Any help would be appreciated.

You could try using PHP's built-in <i>include()</i> function (www.php.net/include), if that doesn't work, then try:
<pre id=code><font face=courier size=2 id=code>&lt;--#include virtual="somefile.shtml" --&gt;</font id=code></pre id=code>