Multiple connections to several mysql databases

Hi, i was wondering if anybody knows of a script, in php of course, where you can connect to multiple mysql db's at once. so, in one function you'd have... db_query("SELECT * FROM users");.... and if you have say two databases with the table "users" on it, how do you set it up so that both databases can be called from just one function, like the above. it's due to the fact that i'm using a free host, and they only allow so much free db space, so i'm going to have to use more than one database. many thanks for the help. jimbo