mysql_connect or mysql_pconnect? that's the question ...

Hi all. I have a dilemma: I'm trying to write my software in the simplest way possible so I think that connecting to the mysql database by mysql_pconnect in the very first line of the script would make it much much lighter then connect to mysql through mysql_connect every time you post, update or view a query. But am I right do choose this way of connection or there might be some eventual serious problems by using mysql_pconnect ? What's the difference between them both as for security and functionality reasons?