With URL redirects, incoming links to an outdated URL can be sent to the correct location. These links might be from other sites that have not realized that there is a change or from bookmarks/favorites that users have saved in their browsers.
The same applies to search engines. They often have the older/outdated domain names and links in their database and will send search users to these old URLs. By using a "moved permanently" redirect to the new URL, visitors will still end up at the correct page. Also, in the next search engine pass, the search engine should detect and use the newer URL.
Perform a PHP redirect
If for some reason you want to redirect using a PHP script instead of all other techniques available, here is how.
Just be sure that this is on the top of your page, better yet, be sure this is the only code in the old page, and put all the rest in the new page, where your visitors will be redirected.
Using PHP redirect you will assure that it will work on all browsers, and it will be transparent to your visitors.