It is a common issue with Plesk. When you click on the webmail link, it will download the index.php page instead executing it.
Here is the easy fix.
CentOS
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vim /etc/httpd/conf.d/php.conf
Enter the line.
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LoadModule php5_module modules/libphp5.so
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/etc/init.d/httpd restart
Debian
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vim /etc/apache2/conf.d/php_cgi.conf
Enter the line.
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LoadModule php5_module /usr/lib/apache2/modules/libphp5.so
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/etc/init.d/apache2 restart