MySQL functions

Hi there I don't know whether I'm asking the right person here but I've tried finding the answer elsewhere and I can't find what I'm looking for. I'm working on a new project and decided to use PHP 5, Apache 2 and MySQL 4, its not a highly important or commercial project, so I'm not too worried about the "stability" of these programs. I managed to set everything up just fine, but the MySQL functions that are meant to be built in don't seem to work. I just used the mysql_pconnect() function to see whether PHP could access the MySQL database the way I set it up and it tells me I'm calling an undefined function. I've seen a lot of other people have this problem, and maybe I've missed something obvious, but I can't work out what is wrong. Is MySQL support built into PHP 5 or should I perhaps try the latest stable version of PHP? I would very much appreciate it if you could help me or just point me in the right direction. David