Se stai usando PHP5, il problema è semplice: MySQL è disabilitato di default. E' necessario abilitare manualmente la libreria php_mysql.dll seguendo le istruzioni riportate sul sito di PHP.
Il manuale online di PHP (MySQL Functions, al sottotitolo Installation on Windows Systems), spiega:
MySQL is no longer enabled by default, so the php_mysql.dll DLL must be enabled inside of php.ini. Also, PHP needs access to the MySQL client library. A file named libmysql.dll is included in the Windows PHP distribution and in order for PHP to talk to MySQL this file needs to be available to the Windows systems PATH. See the FAQ titled "How do I add my PHP directory to the PATH on Windows" for information on how to do this. Although copying libmysql.dll to the Windows system directory also works (because the system directory is by default in the system's PATH), it's not recommended.
Per ulteriori dettagli, puoi leggere:
http://www.webmasterworld.com/forum88/5216.htm