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Ooops, so I awfully did it wrong. My bad. :)

I was able to get it working now. For the benefit of everyone, who may be also a beginner like me, here's what I did:

I gone through Ajenti V > Websites > my website > Manage > Content and created two (2) PHP Fast CGI entries:

Entry #1

URL pattern:
/
Advanced:
try_files $uri $uri.php $uri/;


Entry #2
URL pattern:
\.php$
Advanced:
include fcgi.conf;

Restart web services and try now. Hope this helps!
Hey, thanks!

So I did tried this on my Ajenti V > Websites > my website > Manage > Advanced and pasted:

location / {
try_files $uri $uri.php $uri/;
}

location ~ \.php$ {
include fastcgi_params;
fastcgi_pass unix:/var/run/php5-fpm.sock;
}
However when I try to visit: www.mywebsite.com/dir/page.php, browser prompts to download "page.php" and it's not showing as a page.

What could I be doing wrong?