Since it seems that this version (4.0.3pl1) doesn't allow multiple PostgreSQL connections at the same time as earlier versions (this must be a bug), I had to change one line in the PHP code. So I recommend everyone who is going to compile PHP 4.0.3pl to do this:

Added one line in ext/pgsql/pgsql.c after -> if (PGG(default_link)!=-1) {

Add this line after that line ->
if (PGG(default_link)==id) return;

Someone, please update PHP so it doesn't include this bug anymore, its very nasty and messed up a lot of our websites which is using database a lot.