In your php.ini (this under Windows) you should have the lines:
...
;extension=php_ming.dll
;extension=php_mssql.dll
extension=php_mysql.dll
extension=php_mysqli.dll
...
be sure to have the mysqli commented out (remove the ;
before)
Edit: as pointed out by @datasage if you're running a Linux distro lines will have a different naming, like:
; extension=msql.so
;
; ... or with a path:
;
; extension=/path/to/extension/msql.so
If you are on a shared hosting and can't access the php.ini, I suggest you drop them a line and ask to have it enabled.
If you have a private server, and don't have mysqli extension installed, follow the php manual instruction here for a guide on how to install it.
Otherwise, you might want to use the PDO class (which is in the dafault installation since php 5.1), which has big advantages even over mysqli and it's really useful to make safer your database.
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