I'm Just starting out with PHP, but it strikes me as logical to use the PHP function include() when wanting to include files.
<?php include("include_this_file.html"); ?>
(of course the icluded file could also be .php)
Another option is that it appears that you can include .php files into .shtml files, and the PHP gets Parsed correctly.
I've tried it with a sample and works fine, though am unsure of Pro's/Con's within a larger web application.
Hope this helps.