Found the problem. Strange problem though. It is in the connection string...
This worked on a Windows PHP/MySQL box
<?php
$hostname_mysqlcon = "localhost";
$database_mysqlcon = "my_database";
$username_mysqlcon = "my_username";
$password_mysqlcon = "my_password";
$mysqlcon = mysql_pconnect($hostname_mysqlcon, $username_mysqlcon, $password_mysqlcon) or trigger_error(mysql_error(),E_USER_ERROR);
?>
It no worked on a Unix PHP/MySQL Box. I have to do this for it to work
<?php
$mysqlcon = mysql_pconnect('localhost', 'my_username', 'my_password') or trigger_error(mysql_error(),E_USER_ERROR);
?>