Check your php.ini file.
There must be two lines with this:
; Directory in which the loadable extensions (modules) reside.
extension_dir = ./extensions
This directive tells PHP where the extension files are located. These files come as a DLL (at least in Win32, dunno 'bout Linux)
A bit down the file (70 lines or so), the extensions to add to PHP are there. You just have to remove the ; from the beginning of the file you want to add. In your case, this is
extension=php_mssql.dll
Hope this helps
P.D: If it says you the modules couldn't be loaded, check yoru extension_dir directive
fLIPIS