I use to connect with a MySQL version 3.21.33 database in this manner:

    $hostname = localhost;
    $username = dummy;
    $myDatabase = Timbrature;
    $myTable = Timb1999;
    $myQuery = "SELECT giorno,ora_e,verso_e,ora_u,verso_u FROM $myTable where mese=aValuee and codice=anotherValue order by giorno,ora_e";
    $dblink = mysql_pconnect($hostname,$username);
    if (!mysql_select_db($myDatabase,$dblink)){
        $error = mysql_error($dblink);
        echo $error;
        exit;
    }
    $result = mysql_db_query($myQuery,$dblink);
    if (!$result){
        $error = mysql_error($dblink);
        echo $error;
        exit;
    }
    while ($row = mysql_fetch_array($result)){
       echo $row["ora_e"];
    }
  mysql_free_result($result;

If I use "order by" my query is very very slow, if I don't use "order by" my query is very very fast.
Using "order by" my query is slower than my cgi written in perl with DBI module.
I have verified that is not a problem of MySQL.
My table is about 30Mb large with not unique index on two fields.
I use the module php3 with apache web server.
Here is my php3.ini file:

;;;;;;;;;;;;;;;;;;;;
; Language Options ;
;;;;;;;;;;;;;;;;;;;;
engine			=	On	; enable PHP 3.0 parser
short_open_tag	=	On	; allow the <? tag.  otherwise, only <?php and <script> tags are recognized.
asp_tags		=	Off ; allow ASP-style <% %> tags
precision		=	14	; number of significant digits displayed in floating point numbers
y2k_compliance	=	Off	; whether to be year 2000 compliant (will cause problems with non y2k compliant browsers)
; Safe Mode
safe_mode		=	Off
safe_mode_exec_dir	=
; Colors for Syntax Highlighting mode.  Anything that's acceptable in <font color=???> would work.
highlight.string	=	#DD0000
highlight.comment	=	#FF8000
highlight.keyword	=	#007700
highlight.bg		=	#FFFFFF
highlight.default	=	#0000BB
highlight.html		=	#000000
;;;;;;;;;;;;;;;;;;;
; Resource Limits ;
;;;;;;;;;;;;;;;;;;;
max_execution_time = 60     ; Maximum execution time of each script, in seconds
memory_limit = 8388608		; Maximum amount of memory a script may consume (8MB)
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
; Error handling and logging ;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

error_reporting	=	7
display_errors	=	On	; Print out errors (as a part of the HTML script)
log_errors		=	Off	; Log errors into a log file (server-specific log, stderr, or error_log (below))
track_errors	=	Off	; Store the last error/warning message in $php_errormsg (boolean)
;error_prepend_string = "<font color=ff0000>"   ; string to output before an error message
;error_append_string = "</font>"                ; string to output after an error message
;error_log	=	filename	; log errors to specified file
;error_log	=	syslog		; log errors to syslog (Event Log on NT, not valid in Windows 95)
warn_plus_overloading	=	Off		; warn if the + operator is used with strings
;;;;;;;;;;;;;;;;;
; Data Handling ;
;;;;;;;;;;;;;;;;;
magic_quotes_gpc	=	On		; magic quotes for incoming GET/POST/Cookie data
magic_quotes_runtime=	Off		; magic quotes for runtime-generated data, e.g. data from SQL, from exec(), etc.
magic_quotes_sybase	=	Off		; Use Sybase-style magic quotes (escape ' with '' instead of \')
track_vars			=	On		; enable $HTTP_GET_VARS[], $HTTP_POST_VARS[] and $HTTP_COOKIE_VARS[] arrays
;automatically add files before or after any PHP 3.0 document
auto_prepend_file	=
auto_append_file	=
;;;;;;;;;;;;;;;;;;;;;;;;;
; Paths and Directories ;
;;;;;;;;;;;;;;;;;;;;;;;;;
include_path	=                   ; UNIX: "/path1:/path2"  Windows: "\path1;\path2"
doc_root		=					; the root of the php pages, used only if nonempty
user_dir		=					; the directory under which php opens the script using /~username, used only if nonempty
;upload_tmp_dir	=	                ; temporary directory for HTTP uploaded files (will use system default if not specified)
upload_max_filesize = 2097152       ; 2 Meg default limit on file uploads
extension_dir	=	/usr/lib/php3/apache		; directory in which the loadable extensions (modules) reside
;;;;;;;;;;;;;;;;;;;;;;
; Dynamic Extensions ;
;;;;;;;;;;;;;;;;;;;;;;
extension=mysql.so
;Windows Extensions

;;;;;;;;;;;;;;;;;;;
; Module Settings ;
;;;;;;;;;;;;;;;;;;;
[Syslog]
define_syslog_variables	= Off	; Whether or not to define the various syslog variables,
								; e.g. $LOG_PID, $LOG_CRON, etc.  Turning it off is a
								; good idea performance-wise.  In runtime, you can define
								; these variables by calling define_syslog_variables()
[mail function]
SMTP			=	localhost			;for win32 only
sendmail_from	=	me@localhost.com	;for win32 only
sendmail_path	=						;for unix only, may supply arguments as well (default is sendmail -t)
[Debugger]
debugger.host	=	localhost
debugger.port	=	7869
debugger.enabled	=	False
[Logging]
; These configuration directives are used by the example logging mechanism.
; See examples/README.logging for more explanation.
;logging.method    = db
;logging.directory = /path/to/log/directory
[SQL]
sql.safe_mode	=	Off
[ODBC]
;uodbc.default_db		=	Not yet implemented
;uodbc.default_user		=	Not yet implemented
;uodbc.default_pw		=	Not yet implemented
uodbc.allow_persistent	=	On	; allow or prevent persistent links
uodbc.max_persistent	=	-1	; maximum number of persistent links. -1 means no limit
uodbc.max_links			=	-1	; maximum number of links (persistent+non persistent). -1 means no limit
uodbc.defaultlrl	=	4096	; Handling of LONG fields. Returns number of bytes to variables, 0 means passthru
uodbc.defaultbinmode	= 	1	; Handling of binary data. 0 means passthru, 1 return as is, 2 convert to char
; See the documentation on odbc_binmode and odbc_longreadlen for an explanation of uodbc.defaultlrl
; and uodbc.defaultbinmode
[MySQL]
mysql.allow_persistent	=	On	; allow or prevent persistent link
mysql.max_persistent	=	-1	; maximum number of persistent links. -1 means no limit
mysql.max_links			=	-1	; maximum number of links (persistent+non persistent).  -1 means no limit
mysql.default_port		=		; default port number for mysql_connect().  If unset,
								; mysql_connect() will use the $MYSQL_TCP_PORT, or the mysql-tcp
								; entry in /etc/services, or the compile-time defined MYSQL_PORT
								; (in that order).  Win32 will only look at MYSQL_PORT.
mysql.default_host		=		; default host for mysql_connect() (doesn't apply in safe mode)
mysql.default_user		=		; default user for mysql_connect() (doesn't apply in safe mode)
mysql.default_password	=		; default password for mysql_connect() (doesn't apply in safe mode)
								; Note that this is generally a *bad* idea to store passwords
								; in this file.  *Any* user with PHP access can run
								; 'echo cfg_get_var("mysql.default_password")' and reveal that
								; password!  And of course, any users with read access to this
								; file will be able to reveal the password as well.
[mSQL]
msql.allow_persistent	=	On	; allow or prevent persistent link
msql.max_persistent		=	-1	; maximum number of persistent links. -1 means no limit
msql.max_links			=	-1	; maximum number of links (persistent+non persistent).  -1 means no limit
[PostgresSQL]
pgsql.allow_persistent	=	On	; allow or prevent persistent link
pgsql.max_persistent	=	-1	; maximum number of persistent links. -1 means no limit
pgsql.max_links			=	-1	; maximum number of links (persistent+non persistent).  -1 means no limit
[Sybase]
sybase.allow_persistent	=	On	; allow or prevent persistent link
sybase.max_persistent	=	-1	; maximum number of persistent links. -1 means no limit
sybase.max_links		=	-1	; maximum number of links (persistent+non persistent).  -1 means no limit
;sybase.interface_file	=	"/usr/sybase/interfaces"
sybase.min_error_severity	=	10	; minimum error severity to display
sybase.min_message_severity	=	10	; minimum message severity to display
sybase.compatability_mode	= Off	; compatability mode with earlier versions of PHP 3.0.
									; If on, this will cause PHP to automatically assign types to results
									; according to their Sybase type, instead of treating them all as
									; strings.  This compatability mode will probably not stay around
									; forever, so try applying whatever necessary changes to your code,
									; and turn it off.
[Sybase-CT]
sybct.allow_persistent	=	On		; allow or prevent persistent link
sybct.max_persistent	=	-1		; maximum number of persistent links. -1 means no limit
sybct.max_links			=	-1		; maximum number of links (persistent+non persistent).  -1 means no limit
sybct.min_server_severity	=	10	; minimum server message severity to display
sybct.min_client_severity	=	10	; minimum client message severity to display
[bcmath]
bcmath.scale	=	0	; number of decimal digits for all bcmath functions
[browscap]
;browscap	=	extra/browscap.ini
[Informix]
ifx.default_host		=		; default host for ifx_connect() (doesn't apply in safe mode)
ifx.default_user		=		; default user for ifx_connect() (doesn't apply in safe mode)
ifx.default_password		=		; default password for ifx_connect() (doesn't apply in safe mode)
ifx.allow_persistent		=	On	; allow or prevent persistent link
ifx.max_persistent		=	-1	; maximum number of persistent links. -1 means no limit
ifx.max_links			=	-1	; maximum number of links (persistent+non persistent).  -1 means no limit
ifx.textasvarchar		=	0	; if set on, select statements return the contents of a text blob instead of it's id
ifx.byteasvarchar		=	0	; if set on, select statements return the contents of a byte blob instead of it's id
ifx.charasvarchar		=	0	; trailing blanks are stripped from fixed-length char columns. May help the life
						; of Informix SE users. 
ifx.blobinfile			=	0	; if set on, the contents of text&byte blobs are dumped to a file instead of
						; keeping them in memory
ifx.nullformat			=	0	; NULL's are returned as empty strings, unless this is set to 1. In that case,
						; NULL's are returned as string 'NULL'.


Thanks.