webmonkey.com has a great beginning tutorial on using PHP with MySQL.
If at first you find PHP database access a little more confusing than ASP, don't worry: that's the price you pay when you want to support lots of databases rather than ADO/ODBC/Sql Server. But if you pick one or two popular choices (most expecially MySQL and PostgreSQL, which fortunately are fairly similar in terms of the interface) you'll soon be up to speed and finding it all pretty easy.