Custom Preview

By default the 'preview'-button opens a blank page with the entered content. I think this is quite useless, because you can allready see that in the editor itself.
I think the preview should display the content, like it will be displayed when you save it -> in the websites own layout. This way you can really see what it will look like.
To achieve this I want the preview-button to post the contents to a certain (php) file. Does anybody know how to do this?