Ok I need to revise my original question abit really.
Basically I have now realised that it is MySQL that is the error, not PHP.
PHP and MySQL are both installed fine, seperately. I cannot get them to work together.
I am using Windows Vista and it seems a lot of people have had similar problems and there seems to be no definite solution that I can find.
Is there anybody that knows the changes I have to make in order for PHP to recognise I have MySQL installed?
Thanks very much
EDIT - Sorted it myself. Found out that PHP 5 does not load the MySQL module automatically, so I had to run the installer again to make sure that the module was installed. - Thanks for the help.