Config Mysql to work with PHP

I'm working under a Windows 2000 plataform with PHP4 and I wanna use MySql. I installed Apache1.3.12 for Win32 (path to C:\apache) and everything seems to be ok... I also installed MySql 3.23.24beta for Win32(path to C:\mysql) and PHP4.0.3pl1(path to C:\php).. After that, I did everything you said in the documentation about how to install PHP under Apache servers... I changed everything I had to change in "c:\apache\conf\httpd.conf" and changed "c:\windows\php.ini" too. It works fine but, when I try to open any PHP document with mysql_connect() or any function related to mysql, the apache server can't connect to mysql. I looked over all the FAQ's and documentation but I only found things about how to configure MySql to work with PHP under Linux plataform. So I'm wondering if you could help me install or change the path where I have to install MySql so it can work with PHP. Thanx