Using the following command will enable you to connect and begin querying the MySQL server from within your PHP scripts.
MYSQL_CONNECT('localhost','USERNAME','PASSWORD');
You will need to change USERNAME and PASSWORD to what you where given in your welcome email.
Using the following statement, you will be able to select the database you wish to connect to. Make sure you substitute the example with your database name you created in the Site Administrator.
@mysql_select_db("DATABASENAME");
Once you have successfully done these two commands, you will then be able to execute your MySQL queries.