How do I make a script that will verify bitcoins received under my address?
Option 1: Run Bitcoin Client on your PHP machine, and set up JSON-RPC. You can set your config file for Bitcoin client software to allow JSON-RPC calls. And then your PHP code would call the JSON-RPC software, passing the queries to get the balance of a certain wallet ID.
for bitcoin conf settings
You can call "getbalance" to see if it has a positive, confirmed balance.
Option 2: Hit the Blockexplorer.com site with your address. This is lame, but can be a quick and dirty method. Just don't hit it every half second, and code to handle potential outages.
Option 3: Set up a remote machine with the code on it as described in Option 1, and communicate between your remote machine and your server. That way your "wallet" is one step removed from the web server.