Use LIMIT clause with your SELECT statement to limit the number of records to return at one time.
SELECT column1, column2 FROM table
LIMIT 0, 5;
The above SQL statement would limit the matches to your query to the first 5 records.
If you are interested in combining this into a PHP script, phpfreaks.com has a pretty good article. Here you go:
http://www.phpfreaks.com/tutorials/73/0.php