How Query Works?

My situation is to access a remote MySQL server, and of course I do care about traffic. Suppose In a script there's a query: $result = mysql_query ("select * from employ where age>45") or die ("Invalid query"); I am just wondering that if MySQL server would return all the query result in total, so that the following fetches won't go to server again. This is what I expect. However if it does in the other way, I mean MySQL would hold the result and the following fetches had to go server to obtain data....Oh my GOD it will definately cause trouble- some traffic.... Is it a MySQL question, or a PHP question? I'm not sure. I am thinking that PHP's API would have something to do with Query behaviour. Thanks for all reply in advance! Alex