You can download syntax highlighting patterns for nedit from http://www.nedit.org/ftp/contrib/highlighting/.
Download a pattern file, close all instances of nedit, and start it again with the import option, as follows:
nedit -import <name of pattern file>
You should now have a PHP option in Preferences -> Language Mode. To make the changes persist, select Preferences -> Save Defaults...
PHP
For example, to get syntax highlighting for php files, I downloaded php4.pats, ran nedit -import php4.pats & and clicked Preferences -> Save Defaults...
