You could use somethings like this:
<?php
$hostname_conn = "localhost";
$database_conn = "databasename";
$username_conn = "username";
$password_conn = "password";
$conn = mysql_pconnect($hostname_conn, $username_conn, $password_conn) or trigger_error(mysql_error(),E_USER_ERROR);
?>
Replace the italics with your own info. It really doesn't matter what program the host uses to view the database.
More info here:
function.mysql-pconnect