Displaying data as it is produced rather than at completion

I have an ASP script that sends out emails from a database.  It loops through the db and sends a single email to each person in the list.  When the user runs this script, it slowly pops up a confirmation message as each email is sent (maybe a couple a second or so).  So after all is said and done you have a web page with a big list of emails that were sent.

I am now creating a similar script using PHP.  It is working fine, except the messages do not show up until the entire list has been sent.

Is this an ASP/PHP feature, a server setting, or is there some way to craft a header or something so you will get output before the page has been entirely created.

Thanks.