We really need more informations.

Your script so we can try to reproduce. We also need your mysql version...

Be more descriptive if you can please.

Please try using this CVS snapshot:

  http://snaps.php.net/php4-STABLE-latest.tar.gz
 
For Windows:
 
  http://snaps.php.net/win32/php4-win32-STABLE-latest.zip

Well, I use mysql-3.23.38.
For example, I have the following scripts(the two files are consequent):
one.php
<?php

if (!($link = mysql_pconnect ($DB_SERVER,$DB_LOGIN, $DB_PASSWORD))) {
DisplayErrMsg();
      return 0 ;
}
$result = mysql_db_query("$DB", "select * from table");
//here the query works
?>

two.php
<?php

if (!($result = mysql_db_query("$DB", "select * from table")))
   echo mysql_error();
//here it ouputs an error:
//Access denied for user: '@localhost' to database 
?>

The same code works on other machine with an older version of PHP

Sorry, but your problem does not imply a bug in PHP itself.  For a
list of more appropriate places to ask for help using PHP, please
visit http://www.php.net/support.php as this bug system is not the
appropriate forum for asking support questions. 

Thank you for your interest in PHP.

I'm pretty sure, that this didn't work in previous versions!

You wanted more information, I gave it to you. If you think this problem is only mine , you are wrong.

Regards.