I'm new to PHP myself, but I bet it is a security issue. Kind of like the difference between a Java applet and a Java application. A Java application can do a ton of stuff and applet can't. If I'm reading documentation right, you can alter PHP security through the php.ini file. Look for a section called Safe Mode. It is also possible that the security is set through your httpd.conf file. Again, if I'm reading correctly, each server, or virtual server, can have its own PHP security settings set in a <VirtualHost> section.
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