How to config apache virtual host with automatic load of index.php

My operating system is Mac Os Lion.

I have added 127.0.0.1 www.myhost.org to /etc/hosts

Nothing except localhost and/or localhost.localdomain should be in your hosts file for 127.0.0.1.

How can I configure it so that it points to index.php ?

You need to add index.php to the DirectoryIndex.  This can be done in the main httpd.conf, in the virtualhost config block, per directory, or in .htaccess.

DirectoryIndex index.php

Select allOpen in new window

I have the following code in my httpd.conf file :

#
# DirectoryIndex: sets the file that Apache will serve if a directory
# is requested.
#
<IfModule dir_module>
    DirectoryIndex index.html
</IfModule>

Select allOpen in new window

Should I change this code?

That will change it globally for all virtual servers.  Unless you have a specific need NOT to let particular vhosts have that for their DirectoryIndex, do the global change so that you don't have to create a separate DirectoryIndex for each vhost.

*correction -- that will change DirectoryIndex for all of your hosts, not just virtual.  Just wanted to make that clear.

But that code is not working.
Probably the ifmodule never execute.

That is definitely possible, but I would be surprised if that were the case.

Let's see if apache is loading that module:
[root@broken ~]# grep mod_dir /etc/httpd/conf/httpd.conf

LoadModule dir_module modules/mod_dir.so

Select allOpen in new window

If it's commented out, uncomment and restart apache.

LoadModule dir_module libexec/apache2/mod_dir.so

exists and it is uncommented.

I wonder about that libexec directory.
The proper directory (at least in my system) is /etc/apache2