Are you sure this block of code is being reached? (For instance, is it inside an if condition that isn't evaluating as true?) To be really thorough, you could try:
$db = mysql_connect('xxxxx','yyyyy','zzzzz');
if($db != FALSE)
{
echo "<pre>Connected to DB\n".var_dump($db)."</pre>\n";
}
else
{
echo "DB Connection failed: " .mysql_error();
}
If neither of the above messages get output, then my only explanation would be that the code is not getting executed at all for some reason.