Let me start out by saying, "Thank you" to all that replied. Yet I do have a few problems. First one is that I don't know if I was supposed to use the MySQL installer or the Win32 .zip archive to install MySQL. Taking that the Win32 .zip archive worked so well on PHP, I went ahead and used that to install / unzip MySQL to "C:\mysql".
I had no problems editing the "php.ini" file, the problem came in when I restarted apache. An error message displayed mentioning that the server could not find the file "LIBMYSQL.dll" in a number of different directories including "C:\apache\bin\". I re-checked the "php.ini" file to make sure I didn't miss something in the "extension_dir = "c:\php\ext\" script. It was all clear (Note that I used the original "c:\php/ext/" script first, yet tried the one mentioned above to see if it would make a difference.).
I attempted to restart, the same error message. So I looked in the "C:\mysql\bin\" directory if it possibly had the "LIBMYSQL.dll" file. It did, so I copied this to the "C:\apache\bin\" directory to see if it would make a difference. It sure did, server restarted succesfully. Yet the next problem was checking to see if I could communicate with MySQL.
I used the same script you gave me, assuming since I did not assign a password (Since I used the win32 .zip archive to install), I used the default "root" and made up my own user name. When I loaded the page I got that not so famous message "Could not connect to the database server".
Any ideas as to why I was getting the error message about "LIBMYSQL.dll". Plus how can I assign a user name and password manually?