PHP Include/Database Error

I have a simple PHP script that I wrote that fetches an entry count from a database not related to my WP install. I have called this script from within my WP template using the include tag but I get the following error:

Warning: mysql_connect() [function.mysql-connect]: Can't connect to local MySQL server through socket...

If I include the script in a plain old HTML document it works like a charm.

Any help with this would be much appreciated. This is for a personal project.