including my own php scripts into wordpress

i got a php/mysql thing going on at http://businessdirectory.clickafricana.com/categories.php
how do i integrate that into my WP blog?

here’s the code i used:

<?php

$dbh=mysql_connect ("localhost", "<USER>", "<PASSWORD>") or die ('I cannot connect to the database because: ' . mysql_error());
mysql_select_db ("<DB-NAME>");

// display individual record

if (isset($_REQUEST['category'] ))
{$category = stripslashes(trim($_REQUEST['category']));
   $result = mysql_query("SELECT * FROM <code>businesses</code> WHERE <code>category</code> = '{$category}' ORDER by bizname;", $dbh);
   $myrow = mysql_fetch_array($result);
   echo "<h2>Category: $category</h2>";
   do
   {
      printf("<p><b>%s</b>\n<br />", $myrow["bizname"]);
      printf("%s\n<br />", $myrow["description"]);
      printf("%s\n<br />", $myrow["address"]);
      printf("%s\n<br />", $myrow["country"]);
      printf("%s\n<br />", $myrow["telephone"]);
      if ($myrow["url"])
        printf("<a href=\"$myrow[7]\" target=\"_blank\">%s</a>\n<br />", $myrow["url"]);
      if ($myrow["email"])
        printf("<a href=\"mailto:$myrow[8]\">%s</a>\n</p><br />", $myrow["email"]);
      echo"<hr>";
    }while($myrow = mysql_fetch_array($result));
}
else
{// show categories list
   $result = mysql_query("SELECT * FROM categories ORDER BY category",$dbh);
   $test = mysql_query("SELECT * FROM businesses ORDER BY bizname",$dbh);
    if ($myrow = mysql_fetch_array($result))
    {// display list if there are records to display
      do
      {
        printf("<a href=\"%s?category=%s\">%s</a><br>\n", $PHP_SELF, $myrow["category"], $myrow["category"]);
      } while ($myrow = mysql_fetch_array($result));
    }
    else
    {// no records to display
      echo "Sorry, no records were found!";
    }
}

?>