one suggestion I will humbly add to the two excellent answers you have already recieved is to setup your database connection in a seperate script once that you can call from everything else you will create.

This will give you an advantage of not having the user/pass in multiple locations which will make your life easier should you ever have to change the database password and you can put this file somewhere other than your www directory with your cgi scripts and make it only readable by www and root users.

I outline how we did this here

I should point out that this is not a security cure-all, rather it is a bit more secure than having your user/pass in your cgi's and certainly more convienant.