As weedpacket said, I agree. However, you may also want to check you php.ini file (usually located at C:/windows/php.ini) and see if the extension is enabled (not commented out)
-- Here is what you'll need to find.
If the extension is commented out, it will look like this:
;extension=php_mysql.dll
so just remove the semi-colon to make it look like this:
extension=php_mysql.dll
save php.ini, and restart your web server.
Hope this helps, -Robert