PHP is a server-side scripting language, so there's nothing intrinsically more dangerous about clicking on it than on an HTML link. Which is not to say that the page that is living behind the php won't be malicious, of course.
-BP
QFT
I've been getting lots of "You've received a greeting card!" spam. An ".exe" file in DOS is an application, right?
I'm supposed to be naive enough to click on it?
.EXE is executable code. Don't run it.