If you've installed PHP-MySQL in Linux, probably you'll need to try first if they work correctly independently.
If they work fine (try a HelloWorld.php and create some tables in mysql), then you'll need to instal the mysql.so library.
you'll have to search this file and install it, form here:
http://at.rpmfind.net/opsys/linux/RPM/mysql.so.html
the installing instructions are inside the RPM.
If you're having this problem with windows, I'm not sure but I had the same problem 🙁 and I couldn't fix it. Problably is the same that the one in linux. But you can download the easyPHP software from www.easyphp.org. This site offers for free a single installer for Apache, PHP and MySQL, and it works really fine.