php and mysql

Dear Community,

I've already installed php4 on windows 98 (shareware version) and
use Omnihttpd 2.04 as web server. I try to connect to MySQL database
on local computer and run script eg.
<?
....
mysql_connect ($host,$user,$password);
....
?>
An error has occurred, It says "undefined function ...". But if i use
odbc instead, It seems to be worked. Please tell me what the problem
is and how to correct it.

Yours Sincerely,
Suntod.