Generally you would do something like

include ("db-connect.php");

(or require)

and it's contents would be

define('DB','your_db_name');
define('HOST','localhost');
define('USER','your_db_user');
define('PASSWORD','your_db_pass');

$db = mysql_pconnect(HOST,USER,PASSWORD) or die ("Could not connect to database");
mysql_select_db(DB,$db);