Wordpress: Add form that posts to a php script

I just installed wordpress, still getting the hang of it.

Basically, I want to build a form with 5 fields (firstname, lastname, tele,address,zip) that posts to xyz.com/x.php.

I don't see any way to actually do this, but I am quite sure I have seen this on other wordpress sites (I am self hosting).

Ideas or links would be appreciated!