if (function_exists('mssql_connect')) echo "TRUE";
else echo "FALSE<br />" . php_info();
Then look if the result of php_info() will show you that the extension is successful loaded.
If the extension is not loaded (not loaded by default), then put the mysql.dll in your system32 folder (sometimes, few more .dll files) and remove the ";" before the mysql.dll extension in your php.ini
