Do this..
Create a file and put just <b>phpinfo()</b> function in it and run it. It'll tell you the options with which php was compiled. I bet that mysql isn't one of these options.
So what you need to do is to install mysql (if it is not installed already), and then configure your php with mysql.
./configure --with-mysql=/usr/local (or whatever is the location of your mysql). Good thing to do is read install files that come with mysql, apache, and php distributions.
Di