Many developers writing object-oriented applications create one PHP source file per class definition. One of the biggest annoyances is having to write a long list of needed includes at the beginning of each script (one for each class).
In PHP 5, this is no longer necessary. You may define an __autoload() function which is automatically called in case you are trying to use a class/interface which hasn't been defined yet. By calling this function the scripting engine is given a last chance to load the class before PHP fails with an error.
For dependency injection, read the following presentations.