First Time Connecting To MSSQL But Error

Hi.

i am in my early days on intergrating MY Sql with PHP.
My windows 2000 server has bought PHP and MYsql installed.

When i attempt to connect to the mysql server using the forllowing PHP code
the below error message appears.

"Fatal error: Call to undefined function mysql_connect() in E:Web_Serverphpcon_mysql.php on line 2"

my php code is as follows.

[php]
<?php
$link = mysql_connect('MYSERVER', 'admin', '123456');
if (!$link) {
die('Could not connect: ' . mysql_error());
}
echo 'Connected successfully';
mysql_close($link);
?>
[/php]


What could be the problem?