how do I make form action goto my.php page?

Hi all
I created my own php file I want the form to goto as the action When I do this, it says http://sitename/mypage.php not found

I have it in my theme’s root directory, but it does not work.

If I put it in my root directory finds it, but the functions I call in it mypage.php file do not run.

Do I put my functions in the root functions file?
Do I put mypage.php file in the root directory?

Thanks in advance
Dean-O