I assume you're running the script from the server (ie the script is not in your hard drive)? Try something like this:
$SESS_DBH= mysql_connect($SESS_DBHOST, $SESS_DBUSER,$SESS_DBPASS) or die("Could not connect");
mysql_select_db($SESS_DBNAME,$SESS_DBH) or die("Could not select database");
$qry = mysql_query("UPDATE table_name SET field_name=\"value\"",$SESS_DBH) or die("Query failed");
If you are having errors atleast you'll know where.