What causes this or what log do i check to find out?

Is apache reporting this when you try to run a CGI script? Your permissions are probably set wrong... try chmodding them to 755 (this can be done over FTP).

its PHP heres the error

[Thu Apr 24 03:11:15 2003] [error] [client 66.231.204.28] Premature end of script headers

It could be, if you are not the server owner, that they have installed PHPSuexec, in which case you should chmod your php script to 755 still.

It looks like it is forcing your php script to work like a cgi.

look in logs/error_log if you are using apache.