You can use either a database, or you can store your guest's messages in a file on the server.
I you have MySQL installed on the server, you should use that.
Your code would look something like this:
//Check if the user has pressed submit
if($submit){
//Code for putting the data into the database, or into a file
} else {
//Show the form with the submit-button
}
For more information, check out http://www.phpbuilder.com/columns/jesus19990308.php3
Torbjørn