my assumption was that he knew PHP already. sorry.
go here:
http://www.webmasterbase.com/article/528
for an explanation of using PHP/MySQL. You might want to read the rest of the tutorial... but this is what i found truly pertinent.
If you don't already, try getting PHP My Admin (
http://www.phpmyadmin.net/ )
and, i'm not sure what you are asking. People have provided examples of PHP generating say, HTML from MySQL, but if you are trying to take XML and parse it, it really depends on what you are trying to do...