Sorry, I hadn't seen your pm. Try this
<?
// connect to server
mysql_connect("localhost", "root", "") or die(mysql_error());
// select database
mysql_select_db("php_users") or die(mysql_error());
// rest of code here
?>
If you don't get any errors, then it properly connected.
MySQL is just a command-line. If you want a graphical user interface you'll need to donwload one, but in my opinion it's better to just learn the code. When i started, I wanted a GUI also and even tried a few, but I'm glad I just learned the code. It's not very difficult, you just can't let yourself get intimidated at first.
My first book to intro me to php and mysql was "PHP and MySQL Web Development" By Luke Welling and Laura Thomson. Pretty good book. You may consider going to your local bookstore and flipping through the pages to see what you think.
Cgraz