That's only for PHP3, in PHP4 MySQL support is built in totally, so there's no need for this. I think the problem must be in php.ini.
I presume you've put php.ini in the c:\windows directory?
If non-MySQL scripts work ok, I'm not quite sure what to suggest. Are you making sure that MySQL is running in the background befire you try to run any scripts?
One possibility is that your PHP script is doing something funny. In every Windoes machine I've seen MySQL crashes when you do a SELECT with an ORDER BY.
Can you post any scripts you're using?
Can you describe in more detail what you did to install everything?