Most hosts require that you name your pages with a .shtml
extension in order to use SSI.
However, try renaming your page to shtml first, and make sure (if you are doing an SSI EXEC) that it goes like this
<!--#exec cgi="/cgi-bin/path/filename.pl" -->
Notice the space between the last quote and the second-to-last dash, it's important.
If you are just including files (which it doesn't sound like), then you should try:
<!--#include file="filename.ext" --> for files in same directory
<!--#include virtual="/path/from/root/to/dir/filename.ext" --> files specificed from one directory across entire site.