connecting to mysql db

hi, I am trying to play and learn php along with mysql and I have a question about connecting to a db. Is the following code necessary on every php page where I am retrieving some data from a db or is there any way to connect once (something like index.php) and have that connection open through subsequent pages? the code <?php $link = mysql_connect("localhost", "", "") or die("Could not connect: " . mysql_error()); print ("Connected successfully"); mysql_select_db("test") or die("Could not select database: " . mysql_error()); ?> thanx iggy