Header problem

Hi, I was looking at this tutorial.

I simplified the code just to get started to:

<?php header('Content-type: text/xml');

$xml_output = "<?xml version=\"1.0\"?>
";
$xml_output .= "<entries>
";
$xml_output .= "</entries>";

echo $xml_output;

?>

That is my COMPLETE code! Nothing else! The problem is that I keep getting:

**Warning**:  Cannot modify header information - headers already sent by (output started at /home/user/public_html/photos.php:1) in **/home/bradthom/public_html/photos.php** on line **1**

How is that possible? Any thoughts?

Thanks!