Suppose you have :

sql :
  Create database DB1;
  Create table A (
    aid          integer               not null ,
  );
  Create database DB2;
  Create table B (
    bid          integer               not null ,
  );

php:
<?php

      $link1=mysql_pconnect("", "root", "");
      if (!$link1) {
        exit;
      }
      $link2=mysql_pconnect("", "root", "");
      if (!$link2) {
        exit;
      }

      if (!@mysql_select_db("DB1",$link1)) {
        exit;
      }

      if (!@mysql_select_db("DB2",$link2)) {
        exit;
      }

      $queryid = @mysql_query("select * from B",$link2);
	  echo "$link2, $queryid<br>";
	  echo "error :".mysql_error()."<br>";

      $queryid = @mysql_query("select * from A",$link1);
	  echo "$link1, $queryid<br>";
	  echo "error :".mysql_error()."<br>";

?>

result:
2, 3
error :
1, 
error :Table DB2.A' doesn't exist

here it is, I think this should be enough
one last thing, there was the same bug on php4, and so I made a test under php3 to be sure it was not a php4 specific bug.