Multisite root site using server 404 error page

I have installed WordPress 3.0 and created 4 subfolder sites. Everything is awesome.

But

When I go to: mydomain. com/zzzz.php I get my server’s error page (instead of the WP 404 page).

I’ll also note, that when I go to: mydomain. com/zzzz (without the .php), the WP 404 error shows up just fine.

Are files with the .php extension being ignored in the htaccess code?

Thank you for your help.