Are you using IIS? Because if you are, I think that IIS handles SSI differently than Apache, which is what I am used to. I think that in IIS, the include includes the file as plaintext before anything is done with it. Apache spawns a child process to get the document and therefore the document is parsed before it's inserted.
The conclusion is that you probbaly have to use the extension .asp on all the files that includes ASP. //Daniel