Know first the version of mysql you are connecting.
Also, you need to download from MySql the connector MyODBC
(it believe it is version 3.51).
If you are using current version 5.0 of MySQL
syntax/ mysql database functions is different from
prior version 4.1. ver. 5 uses mysqli (This is mysql improved).
And it works with PHP version 5.0 as well.
Hope this helps,